-64.9%
NCLH vs IR
+334.2%
-399.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.3% |
| 7D | +1.7% | +4.3% | -2.6% | -1.9% |
| 30D | +17.9% | +8.1% | +9.8% | +10.3% |
| 3M | -4.5% | +0.7% | -5.2% | -5.3% |
| 6M | +12.9% | +16.6% | -3.7% | -1.7% |
| YTD | -19.1% | +7.8% | -26.9% | -25.6% |
| 1Y | -4.6% | +9.9% | -14.6% | -13.8% |
| 3Y | +37.0% | +25.2% | +11.8% | +7.2% |
| 5Y | -29.5% | +46.8% | -76.3% | -52.2% |
| All | -64.9% | +334.2% | -399.1% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling