+79.3%
IREN vs NCLH
-37.2%
+116.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -1.9% | -4.8% | +2.9% | +0.7% |
| 30D | +0.4% | -21.7% | +22.0% | +14.0% |
| 3M | -22.7% | -22.2% | -0.5% | -14.3% |
| 6M | +4.4% | -27.5% | +31.9% | +19.9% |
| YTD | +16.0% | -33.6% | +49.6% | +34.4% |
| 1Y | +33.4% | -45.0% | +78.4% | +69.2% |
| 3Y | +948.6% | -11.0% | +959.6% | +820.2% |
| All | +79.3% | -37.2% | +116.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling