-37.2%
NCLH vs IP
+67.1%
-104.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.5% |
| 7D | -6.5% | -5.3% | -1.2% | -3.2% |
| 30D | -23.3% | -10.9% | -12.4% | -17.5% |
| 3M | -18.6% | +11.2% | -29.8% | -24.7% |
| 6M | -26.2% | -10.2% | -16.0% | -22.5% |
| YTD | -30.2% | -2.0% | -28.3% | -31.8% |
| 1Y | -39.2% | -19.1% | -20.1% | -33.3% |
| 3Y | -5.1% | +20.9% | -25.9% | -25.5% |
| 5Y | -36.8% | -17.8% | -18.9% | -35.0% |
| 10Y | -56.3% | +23.5% | -79.8% | -67.4% |
| All | -37.2% | +67.1% | -104.3% | -55.7% |
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 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