+317.1%
IVV vs NCLH
-56.9%
+374.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -0.8% | -4.8% | +4.0% | 0.0% |
| 30D | -1.1% | -21.7% | +20.6% | +2.6% |
| 3M | +3.9% | -22.2% | +26.1% | +7.5% |
| 6M | +13.6% | -27.5% | +41.2% | +18.2% |
| YTD | +12.7% | -33.6% | +46.3% | +18.1% |
| 1Y | +17.6% | -45.0% | +62.6% | +26.2% |
| 3Y | +77.3% | -11.0% | +88.4% | +70.8% |
| 5Y | +84.1% | -39.7% | +123.8% | +78.7% |
| All | +317.1% | -56.9% | +374.0% | +302.8% |
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