-48.1%
NCLH vs IP
+31.6%
-79.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +0.8% |
| 7D | +2.7% | -3.0% | +5.8% | +5.0% |
| 30D | +18.4% | +10.6% | +7.8% | +10.5% |
| 3M | -4.3% | -13.6% | +9.3% | +5.8% |
| 6M | +7.9% | +10.4% | -2.5% | -0.8% |
| YTD | -17.4% | -6.5% | -10.9% | -17.1% |
| 1Y | -3.4% | -2.1% | -1.2% | -6.5% |
| 3Y | +44.4% | +22.0% | +22.4% | +5.7% |
| 5Y | -33.7% | -9.7% | -24.0% | -37.6% |
| 10Y | -48.1% | +26.8% | -74.9% | -72.1% |
| All | -48.1% | +31.6% | -79.7% | -72.1% |
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