-11.0%
NCLH vs IJH
+49.7%
-60.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.4% |
| 7D | -4.8% | -1.9% | -3.0% | -1.7% |
| 30D | -21.7% | -4.6% | -17.0% | -14.9% |
| 3M | -22.2% | -1.2% | -21.1% | -20.6% |
| 6M | -27.5% | +9.4% | -36.9% | -36.9% |
| YTD | -33.6% | +13.3% | -46.9% | -45.4% |
| 1Y | -45.0% | +13.4% | -58.4% | -54.7% |
| 3Y | -11.0% | +50.4% | -61.5% | -50.8% |
| All | -11.0% | +49.7% | -60.8% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling