-21.5%
NCLH vs INIO
-40.3%
+18.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.8% | -1.5% |
| 7D | -6.5% | -3.4% | -3.2% | -6.3% |
| 30D | -22.1% | -28.6% | +6.5% | -21.0% |
| 3M | -18.7% | -37.6% | +18.9% | -14.0% |
| All | -21.5% | -40.3% | +18.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 10y: compounded portfolio wealth divided by compounded INIO 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…
10y analysis · Full analysis span regression · Available span rolling