-41.4%
NCLH vs IAU
+139.7%
-181.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -4.8% | -2.0% | -2.8% | -4.7% |
| 30D | -21.7% | -1.5% | -20.1% | -21.6% |
| 3M | -22.2% | +3.3% | -25.5% | -22.4% |
| 6M | -27.5% | -16.2% | -11.3% | -27.2% |
| YTD | -33.6% | +0.7% | -34.3% | -33.3% |
| 1Y | -45.0% | +19.2% | -64.2% | -45.0% |
| 3Y | -11.0% | +124.4% | -135.5% | -16.0% |
| All | -41.4% | +139.7% | -181.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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