-2.8%
NCLH vs IP
-3.2%
+0.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.0% |
| 7D | +6.3% | 0.0% | +6.2% | +6.3% |
| 30D | +18.9% | +9.4% | +9.5% | +14.3% |
| 3M | -0.2% | -14.1% | +13.8% | +7.0% |
| 6M | +8.4% | +9.2% | -0.8% | +3.3% |
| YTD | -17.1% | -7.5% | -9.5% | -16.5% |
| 1Y | -2.8% | -2.8% | 0.0% | -5.4% |
| All | -2.8% | -3.2% | +0.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling