-54.5%
NCLH vs IP
+21.6%
-76.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.6% |
| 7D | +1.2% | -2.8% | +4.0% | +3.2% |
| 30D | +22.6% | +9.2% | +13.4% | +15.5% |
| 3M | +0.6% | -16.1% | +16.8% | +13.5% |
| 6M | +13.5% | +9.6% | +3.9% | +4.9% |
| YTD | -15.7% | -8.8% | -6.9% | -13.9% |
| 1Y | 0.0% | -5.5% | +5.5% | -0.7% |
| 3Y | +42.8% | +19.6% | +23.2% | +6.0% |
| 5Y | -28.4% | -13.5% | -15.0% | -30.4% |
| All | -54.5% | +21.6% | -76.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling