-39.2%
NCLH vs IJR
+25.5%
-64.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.8% |
| 7D | -6.5% | -0.2% | -6.3% | -6.2% |
| 30D | -23.3% | -2.4% | -20.9% | -19.9% |
| 3M | -18.6% | +3.9% | -22.5% | -23.4% |
| 6M | -26.2% | +12.4% | -38.6% | -38.7% |
| YTD | -30.2% | +21.5% | -51.7% | -47.6% |
| 1Y | -39.2% | +24.0% | -63.1% | -55.4% |
| All | -39.2% | +25.5% | -64.6% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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