-1.0%
NCLH vs IJH
+17.8%
-18.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +5.5% |
| 7D | +15.8% | +1.7% | +14.1% | +12.4% |
| 30D | +25.1% | +1.2% | +23.8% | +22.7% |
| 3M | -7.3% | -3.4% | -3.9% | -0.5% |
| 6M | +8.1% | +3.7% | +4.5% | +1.5% |
| YTD | -16.7% | +13.9% | -30.6% | -33.5% |
| 1Y | -1.0% | +17.4% | -18.4% | -24.4% |
| All | -1.0% | +17.8% | -18.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling