-6.5%
NCLH vs IP
+21.5%
-28.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.1% |
| 7D | -6.5% | -5.3% | -1.2% | -4.1% |
| 30D | -23.3% | -10.9% | -12.4% | -19.1% |
| 3M | -18.6% | +11.2% | -29.8% | -22.8% |
| 6M | -26.2% | -10.2% | -16.0% | -23.8% |
| YTD | -30.2% | -2.0% | -28.3% | -31.2% |
| 1Y | -39.2% | -19.1% | -20.1% | -35.0% |
| All | -6.5% | +21.5% | -28.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling