-36.5%
NCLH vs IP
-12.0%
-24.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | +2.0% | -5.1% | +7.1% | +5.1% |
| 30D | +19.1% | +8.5% | +10.6% | +14.0% |
| 3M | -7.5% | -13.8% | +6.3% | +0.5% |
| 6M | +1.0% | +5.7% | -4.8% | -3.0% |
| YTD | -19.7% | -9.1% | -10.6% | -17.8% |
| 1Y | -1.8% | -0.8% | -0.9% | -4.7% |
| 3Y | +36.7% | +14.8% | +21.9% | +9.1% |
| All | -36.5% | -12.0% | -24.5% | -31.3% |
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