-56.3%
NCLH vs IBB
+127.7%
-184.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -2.0% |
| 7D | +1.7% | +1.6% | +0.1% | +0.2% |
| 30D | +17.9% | +6.7% | +11.2% | +11.1% |
| 3M | -4.5% | +6.3% | -10.9% | -11.0% |
| 6M | +12.9% | +23.9% | -11.0% | -9.6% |
| YTD | -19.1% | +26.6% | -45.7% | -36.2% |
| 1Y | -4.6% | +29.6% | -34.3% | -26.4% |
| 3Y | +37.0% | +86.1% | -49.0% | -25.5% |
| 5Y | -29.5% | +40.3% | -69.9% | -50.0% |
| All | -56.3% | +127.7% | -184.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling