-27.1%
NCLH vs IOVA
-23.7%
-3.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.6% | -3.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | +17.9% | -47.4% | +65.3% | +20.7% |
| 3M | -4.5% | +13.2% | -17.8% | -6.4% |
| 6M | +12.9% | +114.3% | -101.5% | +6.2% |
| YTD | -19.1% | +179.5% | -198.6% | -25.5% |
| 1Y | -4.6% | +200.4% | -205.0% | -12.6% |
| 3Y | +37.0% | +92.2% | -55.2% | +23.8% |
| 5Y | -29.5% | -63.8% | +34.3% | -33.5% |
| 10Y | -53.0% | +0.4% | -53.4% | -56.3% |
| All | -27.1% | -23.7% | -3.4% | -32.6% |
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