+83.3%
IVV vs NCLH
-37.7%
+121.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -6.5% | +6.6% | +1.2% |
| 30D | +0.1% | -23.3% | +23.4% | +4.4% |
| 3M | +2.0% | -18.6% | +20.6% | +5.0% |
| 6M | +13.0% | -26.2% | +39.3% | +17.6% |
| YTD | +13.6% | -30.2% | +43.8% | +18.5% |
| 1Y | +20.1% | -39.2% | +59.2% | +27.5% |
| 3Y | +77.6% | -5.1% | +82.7% | +67.6% |
| All | +83.3% | -37.7% | +121.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling