-55.5%
NCLH vs IP
+23.4%
-78.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.7% |
| 7D | -6.5% | -5.3% | -1.2% | -2.9% |
| 30D | -23.3% | -10.9% | -12.4% | -17.0% |
| 3M | -18.6% | +11.2% | -29.8% | -25.4% |
| 6M | -26.2% | -10.2% | -16.0% | -22.3% |
| YTD | -30.2% | -2.0% | -28.3% | -32.1% |
| 1Y | -39.2% | -19.1% | -20.1% | -32.9% |
| 3Y | -5.1% | +20.9% | -25.9% | -29.3% |
| 5Y | -36.8% | -17.8% | -18.9% | -35.2% |
| All | -55.5% | +23.4% | -78.9% | -70.6% |
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