-7.6%
NCLH vs IOVA
+45.5%
-53.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.3% | +5.1% | -5.3% | -0.7% |
| 30D | -20.1% | +37.2% | -57.3% | -22.8% |
| 3M | -17.0% | +117.5% | -134.5% | -25.1% |
| 6M | -23.2% | +69.6% | -92.8% | -29.3% |
| YTD | -31.0% | +218.7% | -249.7% | -41.7% |
| 1Y | -37.3% | +265.5% | -302.8% | -48.4% |
| All | -7.6% | +45.5% | -53.1% | -31.5% |
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