-69.8%
NCLH vs IR
+288.5%
-358.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.2% |
| 7D | -6.5% | -2.8% | -3.7% | -4.1% |
| 30D | -23.3% | -15.1% | -8.2% | -11.8% |
| 3M | -18.6% | +6.1% | -24.7% | -23.0% |
| 6M | -26.2% | -16.8% | -9.4% | -14.4% |
| YTD | -30.2% | -3.5% | -26.7% | -29.4% |
| 1Y | -39.2% | -3.5% | -35.7% | -38.8% |
| 3Y | -5.1% | +9.5% | -14.5% | -17.1% |
| 5Y | -36.8% | +45.1% | -81.8% | -56.8% |
| All | -69.8% | +288.5% | -358.3% | -87.2% |
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