-40.5%
NCLH vs IBB
+20.0%
-60.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.5% |
| 7D | -4.6% | -3.9% | -0.7% | -0.4% |
| 30D | -19.9% | +2.7% | -22.7% | -23.1% |
| 3M | -22.0% | +21.4% | -43.3% | -38.6% |
| 6M | -28.3% | +20.1% | -48.4% | -42.6% |
| YTD | -33.5% | +21.9% | -55.3% | -47.7% |
| 1Y | -41.5% | +44.1% | -85.6% | -62.2% |
| 3Y | -8.9% | +63.4% | -72.3% | -50.2% |
| 5Y | -40.5% | +19.8% | -60.2% | -65.8% |
| All | -40.5% | +20.0% | -60.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling