+37.1%
NCLH vs IOVA
+99.0%
-61.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.2% | -3.5% | +3.7% | +0.5% |
| 30D | +20.8% | -45.4% | +66.2% | +25.0% |
| 3M | -8.1% | +19.0% | -27.2% | -12.7% |
| 6M | +11.8% | +112.0% | -100.2% | -2.1% |
| YTD | -19.5% | +184.2% | -203.8% | -33.3% |
| 1Y | -3.2% | +222.0% | -225.2% | -21.3% |
| 3Y | +37.1% | +92.6% | -55.5% | -2.7% |
| All | +37.1% | +99.0% | -61.9% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling