-69.2%
NCLH vs INVH
+75.4%
-144.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -3.0% | -1.8% | -2.6% |
| 30D | -21.7% | -7.5% | -14.1% | -16.9% |
| 3M | -22.2% | -5.5% | -16.7% | -18.8% |
| 6M | -27.5% | +11.7% | -39.2% | -33.4% |
| YTD | -33.6% | +1.3% | -34.9% | -34.9% |
| 1Y | -45.0% | -6.1% | -38.9% | -43.0% |
| 3Y | -11.0% | -9.8% | -1.3% | -7.5% |
| 5Y | -39.7% | -19.7% | -20.0% | -31.7% |
| All | -69.2% | +75.4% | -144.5% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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