-28.4%
NCLH vs IP
+53.7%
-82.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.6% | -2.0% |
| 7D | -2.5% | -5.0% | +2.4% | +0.7% |
| 30D | +14.5% | +6.5% | +8.0% | +10.2% |
| 3M | -12.5% | -18.0% | +5.5% | -0.9% |
| 6M | +4.8% | +10.3% | -5.5% | -2.6% |
| YTD | -20.4% | -9.9% | -10.5% | -18.0% |
| 1Y | -4.6% | -1.1% | -3.5% | -7.7% |
| 3Y | +28.6% | +13.0% | +15.6% | +5.3% |
| 5Y | -38.6% | -12.3% | -26.3% | -39.8% |
| 10Y | -52.0% | +26.8% | -78.8% | -63.6% |
| All | -28.4% | +53.7% | -82.0% | -46.8% |
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