-40.2%
NCLH vs IJH
+324.9%
-365.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.4% |
| 7D | -4.8% | -1.9% | -3.0% | -1.8% |
| 30D | -21.7% | -4.6% | -17.0% | -15.1% |
| 3M | -22.2% | -1.2% | -21.1% | -20.6% |
| 6M | -27.5% | +9.4% | -36.9% | -36.6% |
| YTD | -33.6% | +13.3% | -46.9% | -45.1% |
| 1Y | -45.0% | +13.4% | -58.4% | -54.4% |
| 3Y | -11.0% | +50.4% | -61.5% | -51.8% |
| 5Y | -39.7% | +49.0% | -88.7% | -63.9% |
| 10Y | -57.0% | +182.6% | -239.6% | -87.3% |
| All | -40.2% | +324.9% | -365.2% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling