-37.2%
NCLH vs IBB
+350.6%
-387.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | -6.5% | +1.4% | -7.9% | -7.5% |
| 30D | -23.3% | +10.5% | -33.8% | -29.3% |
| 3M | -18.6% | +23.6% | -42.2% | -31.3% |
| 6M | -26.2% | +22.6% | -48.9% | -37.1% |
| YTD | -30.2% | +25.7% | -55.9% | -41.6% |
| 1Y | -39.2% | +51.4% | -90.5% | -55.6% |
| 3Y | -5.1% | +64.4% | -69.4% | -34.5% |
| 5Y | -36.8% | +22.1% | -58.9% | -46.7% |
| 10Y | -56.3% | +132.5% | -188.7% | -73.9% |
| All | -37.2% | +350.6% | -387.8% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling