-11.0%
NCLH vs IOT
+23.8%
-34.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -4.5% | -0.3% | -3.6% |
| 30D | -21.7% | -2.4% | -19.2% | -21.3% |
| 3M | -22.2% | +19.0% | -41.2% | -26.5% |
| 6M | -27.5% | +19.6% | -47.2% | -32.6% |
| YTD | -33.6% | +8.3% | -41.9% | -37.2% |
| 1Y | -45.0% | -0.8% | -44.2% | -46.8% |
| 3Y | -11.0% | +24.4% | -35.5% | -27.4% |
| All | -11.0% | +23.8% | -34.9% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling