-11.0%
NCLH vs IJR
+52.1%
-63.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +0.9% |
| 7D | -4.8% | -2.2% | -2.6% | -1.6% |
| 30D | -21.7% | -4.6% | -17.1% | -15.8% |
| 3M | -22.2% | +0.2% | -22.5% | -22.2% |
| 6M | -27.5% | +14.7% | -42.2% | -39.8% |
| YTD | -33.6% | +18.9% | -52.5% | -47.6% |
| 1Y | -45.0% | +19.9% | -64.9% | -57.1% |
| 3Y | -11.0% | +53.0% | -64.1% | -47.9% |
| All | -11.0% | +52.1% | -63.1% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling