-37.9%
NCLH vs IOVA
-13.0%
-24.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.3% | +5.1% | -5.3% | -0.5% |
| 30D | -20.1% | +37.2% | -57.3% | -21.5% |
| 3M | -17.0% | +117.5% | -134.5% | -21.0% |
| 6M | -23.2% | +69.6% | -92.8% | -26.3% |
| YTD | -31.0% | +218.7% | -249.7% | -36.2% |
| 1Y | -37.3% | +265.5% | -302.8% | -42.6% |
| 3Y | -5.6% | +46.2% | -51.8% | -13.1% |
| 5Y | -37.0% | -63.2% | +26.3% | -40.1% |
| 10Y | -55.3% | +6.1% | -61.4% | -58.2% |
| All | -37.9% | -13.0% | -24.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling