+298.0%
IWM vs NCLH
-38.0%
+336.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -6.5% | +6.6% | +1.6% |
| 30D | -1.3% | -23.3% | +22.0% | +4.6% |
| 3M | +1.6% | -18.6% | +20.2% | +5.7% |
| 6M | +13.6% | -26.2% | +39.8% | +20.0% |
| YTD | +20.8% | -30.2% | +51.0% | +27.9% |
| 1Y | +26.4% | -39.2% | +65.6% | +37.2% |
| 3Y | +60.7% | -5.1% | +65.7% | +51.3% |
| 5Y | +38.2% | -36.8% | +74.9% | +33.1% |
| 10Y | +169.5% | -56.3% | +225.8% | +136.7% |
| All | +298.0% | -38.0% | +336.0% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling