-26.2%
NCLH vs IOT
+54.1%
-80.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -4.5% | -0.3% | -3.4% |
| 30D | -21.7% | -2.4% | -19.2% | -21.2% |
| 3M | -22.2% | +19.0% | -41.2% | -27.2% |
| 6M | -27.5% | +19.6% | -47.2% | -33.6% |
| YTD | -33.6% | +8.3% | -41.9% | -38.3% |
| 1Y | -45.0% | -0.8% | -44.2% | -47.7% |
| 3Y | -11.0% | +24.4% | -35.5% | -27.5% |
| All | -26.2% | +54.1% | -80.3% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling