-39.2%
NCLH vs IOT
+14.9%
-54.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.9% | -0.5% |
| 7D | -6.5% | -2.3% | -4.2% | -6.3% |
| 30D | -23.3% | +3.8% | -27.1% | -23.6% |
| 3M | -18.6% | +14.2% | -32.8% | -19.7% |
| 6M | -26.2% | +40.1% | -66.4% | -28.7% |
| YTD | -30.2% | +13.4% | -43.6% | -30.1% |
| 1Y | -39.2% | +12.2% | -51.3% | -38.5% |
| All | -39.2% | +14.9% | -54.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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