+38.2%
IWM vs NCLH
-39.0%
+77.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.5% |
| 7D | -1.1% | -4.6% | +3.5% | 0.0% |
| 30D | -3.1% | -19.9% | +16.8% | +2.0% |
| 3M | +2.2% | -22.0% | +24.2% | +7.6% |
| 6M | +15.1% | -28.3% | +43.4% | +22.8% |
| YTD | +18.6% | -33.5% | +52.0% | +27.4% |
| 1Y | +24.0% | -41.5% | +65.5% | +36.6% |
| 3Y | +63.7% | -8.9% | +72.6% | +53.9% |
| 5Y | +38.2% | -40.5% | +78.7% | +35.0% |
| All | +38.2% | -39.0% | +77.2% | +35.0% |
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