-41.4%
NCLH vs IAG
+820.9%
-862.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -21.7% | +12.1% | -33.8% | -23.1% |
| 3M | -22.2% | +25.5% | -47.8% | -25.2% |
| 6M | -27.5% | -7.1% | -20.4% | -27.7% |
| YTD | -33.6% | +22.9% | -56.5% | -36.9% |
| 1Y | -45.0% | +83.3% | -128.3% | -50.9% |
| 3Y | -11.0% | +808.5% | -819.6% | -41.1% |
| All | -41.4% | +820.9% | -862.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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