-37.9%
NCLH vs IAG
+90.0%
-127.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.0% |
| 7D | -0.3% | +4.3% | -4.5% | -0.6% |
| 30D | -20.1% | +9.8% | -29.8% | -20.7% |
| 3M | -17.0% | +28.9% | -45.9% | -18.8% |
| 6M | -23.2% | -7.6% | -15.7% | -23.2% |
| YTD | -31.0% | +22.0% | -53.0% | -32.7% |
| 1Y | -37.3% | +99.5% | -136.8% | -40.9% |
| 3Y | -5.6% | +818.3% | -823.8% | -21.0% |
| 5Y | -37.0% | +785.9% | -822.9% | -48.5% |
| 10Y | -55.3% | +381.1% | -436.4% | -63.4% |
| All | -37.9% | +90.0% | -127.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling