-58.0%
NCLH vs IQV
+242.6%
-300.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.5% |
| 7D | -4.8% | -2.2% | -2.6% | -3.3% |
| 30D | -21.7% | +8.3% | -30.0% | -26.4% |
| 3M | -22.2% | +44.6% | -66.8% | -41.8% |
| 6M | -27.5% | +52.6% | -80.1% | -48.9% |
| YTD | -33.6% | +16.1% | -49.7% | -43.3% |
| 1Y | -45.0% | +37.3% | -82.3% | -59.2% |
| 3Y | -11.0% | +21.6% | -32.6% | -32.2% |
| 5Y | -39.7% | +0.5% | -40.2% | -46.9% |
| All | -58.0% | +242.6% | -300.5% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling