-54.1%
NCLH vs IQV
+488.0%
-542.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -6.5% | -5.3% | -1.3% | -3.0% |
| 30D | -22.1% | +5.5% | -27.6% | -25.2% |
| 3M | -18.7% | +41.2% | -59.9% | -37.1% |
| 6M | -28.4% | +50.5% | -78.9% | -48.0% |
| YTD | -34.7% | +14.1% | -48.9% | -43.0% |
| 1Y | -42.7% | +39.9% | -82.6% | -57.3% |
| 3Y | -10.6% | +20.5% | -31.1% | -30.0% |
| 5Y | -40.7% | -1.2% | -39.5% | -46.5% |
| 10Y | -57.8% | +233.9% | -291.6% | -82.6% |
| All | -54.1% | +488.0% | -542.0% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling