-37.9%
NCLH vs IBN
+312.7%
-350.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.2% |
| 7D | -0.3% | -2.2% | +1.9% | +0.9% |
| 30D | -20.1% | -2.3% | -17.8% | -19.1% |
| 3M | -17.0% | +15.9% | -32.9% | -23.3% |
| 6M | -23.2% | +5.6% | -28.8% | -25.1% |
| YTD | -31.0% | -0.1% | -31.0% | -30.4% |
| 1Y | -37.3% | -6.5% | -30.7% | -34.8% |
| 3Y | -5.6% | +29.3% | -34.9% | -17.4% |
| 5Y | -37.0% | +56.6% | -93.5% | -49.1% |
| 10Y | -55.3% | +314.4% | -369.6% | -74.4% |
| All | -37.9% | +312.7% | -350.6% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling