-58.0%
NCLH vs IBN
+324.2%
-382.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | -4.8% | -3.0% | -1.8% | -2.8% |
| 30D | -21.7% | -1.5% | -20.2% | -20.9% |
| 3M | -22.2% | +7.9% | -30.2% | -26.3% |
| 6M | -27.5% | +8.6% | -36.2% | -31.2% |
| YTD | -33.6% | -0.6% | -33.1% | -32.7% |
| 1Y | -45.0% | -7.3% | -37.7% | -41.9% |
| 3Y | -11.0% | +26.2% | -37.3% | -24.6% |
| 5Y | -39.7% | +57.8% | -97.6% | -55.4% |
| All | -58.0% | +324.2% | -382.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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