-28.3%
NCLH vs IOT
+9.8%
-38.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -3.0% |
| 7D | -4.6% | +5.1% | -9.7% | -5.3% |
| 30D | -19.9% | -3.0% | -16.9% | -19.6% |
| 3M | -22.0% | +15.0% | -36.9% | -22.9% |
| 6M | -28.3% | +13.1% | -41.4% | -22.7% |
| All | -28.3% | +9.8% | -38.1% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling