-58.0%
NCLH vs IBB
+125.5%
-183.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -4.8% | -4.2% | -0.6% | -1.0% |
| 30D | -21.7% | +1.1% | -22.8% | -23.0% |
| 3M | -22.2% | +19.0% | -41.3% | -34.7% |
| 6M | -27.5% | +18.9% | -46.4% | -38.7% |
| YTD | -33.6% | +20.3% | -53.9% | -44.4% |
| 1Y | -45.0% | +41.5% | -86.5% | -60.3% |
| 3Y | -11.0% | +60.3% | -71.3% | -42.7% |
| 5Y | -39.7% | +18.7% | -58.4% | -50.5% |
| All | -58.0% | +125.5% | -183.5% | -74.8% |
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