-27.6%
NCLH vs IBB
+351.9%
-379.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.2% |
| 7D | +0.2% | -0.5% | +0.8% | +0.7% |
| 30D | +20.8% | +4.6% | +16.2% | +17.1% |
| 3M | -8.1% | +6.8% | -15.0% | -13.2% |
| 6M | +11.8% | +23.1% | -11.3% | -5.5% |
| YTD | -19.5% | +26.0% | -45.6% | -32.9% |
| 1Y | -3.2% | +30.4% | -33.6% | -21.2% |
| 3Y | +37.1% | +85.4% | -48.3% | -13.6% |
| 5Y | -29.9% | +39.7% | -69.7% | -45.4% |
| 10Y | -53.3% | +127.1% | -180.3% | -71.8% |
| All | -27.6% | +351.9% | -379.4% | -63.4% |
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