-29.5%
NCLH vs IR
+46.6%
-76.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.3% |
| 7D | +1.7% | +4.3% | -2.6% | -2.0% |
| 30D | +17.9% | +8.1% | +9.8% | +10.1% |
| 3M | -4.5% | +0.7% | -5.2% | -5.4% |
| 6M | +12.9% | +16.6% | -3.7% | -2.1% |
| YTD | -19.1% | +7.8% | -26.9% | -26.1% |
| 1Y | -4.6% | +9.9% | -14.6% | -14.4% |
| 3Y | +37.0% | +25.2% | +11.8% | +1.6% |
| 5Y | -29.5% | +46.8% | -76.3% | -61.5% |
| All | -29.5% | +46.6% | -76.1% | -61.5% |
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