-40.5%
NCLH vs IR
+40.4%
-80.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -1.8% |
| 7D | -4.6% | -1.9% | -2.7% | -3.1% |
| 30D | -19.9% | -15.0% | -4.9% | -8.0% |
| 3M | -22.0% | -0.4% | -21.5% | -22.1% |
| 6M | -28.3% | -15.0% | -13.2% | -18.2% |
| YTD | -33.5% | -7.1% | -26.4% | -30.7% |
| 1Y | -41.5% | -7.5% | -33.9% | -39.1% |
| 3Y | -8.9% | +6.3% | -15.2% | -21.4% |
| 5Y | -40.5% | +37.3% | -77.8% | -61.9% |
| All | -40.5% | +40.4% | -80.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling