-40.5%
NCLH vs IOVA
-64.1%
+23.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.1% |
| 7D | -4.6% | -2.2% | -2.4% | -4.3% |
| 30D | -19.9% | +31.7% | -51.7% | -23.6% |
| 3M | -22.0% | +117.3% | -139.2% | -32.7% |
| 6M | -28.3% | +55.8% | -84.1% | -35.6% |
| YTD | -33.5% | +208.8% | -242.3% | -47.5% |
| 1Y | -41.5% | +255.7% | -297.2% | -55.7% |
| 3Y | -8.9% | +41.7% | -50.6% | -33.5% |
| 5Y | -40.5% | -64.9% | +24.4% | -45.3% |
| All | -40.5% | -64.1% | +23.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling