-41.4%
NCLH vs IBN
+58.3%
-99.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.1% |
| 7D | -4.8% | -3.0% | -1.8% | -2.3% |
| 30D | -21.7% | -1.5% | -20.2% | -20.8% |
| 3M | -22.2% | +7.9% | -30.2% | -27.5% |
| 6M | -27.5% | +8.6% | -36.2% | -32.4% |
| YTD | -33.6% | -0.6% | -33.1% | -32.8% |
| 1Y | -45.0% | -7.3% | -37.7% | -41.6% |
| 3Y | -11.0% | +26.2% | -37.3% | -30.3% |
| All | -41.4% | +58.3% | -99.7% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling