-58.7%
NCLH vs IOVA
+3.8%
-62.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.6% | -1.3% |
| 7D | -6.5% | -6.4% | -0.1% | -5.6% |
| 30D | -22.1% | +25.4% | -47.5% | -25.4% |
| 3M | -18.7% | +115.3% | -134.0% | -30.7% |
| 6M | -28.4% | +56.5% | -84.9% | -36.5% |
| YTD | -34.7% | +198.2% | -232.9% | -49.1% |
| 1Y | -42.7% | +242.0% | -284.7% | -57.2% |
| 3Y | -10.6% | +36.8% | -47.4% | -34.2% |
| 5Y | -40.7% | -64.3% | +23.5% | -49.3% |
| All | -58.7% | +3.8% | -62.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling