-27.1%
NCLH vs IP
+52.3%
-79.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -2.0% | -2.7% |
| 7D | +1.7% | -0.9% | +2.6% | +2.3% |
| 30D | +17.9% | +6.7% | +11.2% | +13.4% |
| 3M | -4.5% | -16.6% | +12.0% | +7.0% |
| 6M | +12.9% | +6.0% | +6.9% | +7.6% |
| YTD | -19.1% | -10.7% | -8.4% | -16.1% |
| 1Y | -4.6% | -6.7% | +2.0% | -4.1% |
| 3Y | +37.0% | +17.1% | +19.9% | +9.2% |
| 5Y | -29.5% | -14.6% | -15.0% | -29.6% |
| 10Y | -53.0% | +19.9% | -72.9% | -63.6% |
| All | -27.1% | +52.3% | -79.5% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling