-37.2%
NCLH vs IAU
+153.0%
-190.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.2% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | -23.3% | +4.4% | -27.7% | -23.1% |
| 3M | -18.6% | -1.1% | -17.6% | -18.6% |
| 6M | -26.2% | -13.7% | -12.5% | -27.1% |
| YTD | -30.2% | +2.7% | -33.0% | -29.7% |
| 1Y | -39.2% | +24.6% | -63.8% | -37.6% |
| 3Y | -5.1% | +126.8% | -131.9% | +3.0% |
| 5Y | -36.8% | +139.5% | -176.2% | -31.4% |
| 10Y | -56.3% | +226.3% | -282.5% | -49.3% |
| All | -37.2% | +153.0% | -190.2% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling