-29.6%
NCLH vs IP
-13.5%
-16.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | +20.8% | +7.9% | +12.8% | +16.0% |
| 3M | -8.1% | -15.3% | +7.2% | +0.8% |
| 6M | +11.8% | +10.5% | +1.3% | +4.9% |
| YTD | -19.5% | -9.4% | -10.2% | -17.5% |
| 1Y | -3.2% | -4.6% | +1.4% | -3.9% |
| 3Y | +37.1% | +21.2% | +15.9% | +4.4% |
| All | -29.6% | -13.5% | -16.1% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling