-37.9%
NCLH vs IRE
-84.0%
+46.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.8% | +3.3% | -3.4% |
| 7D | -4.6% | +29.0% | -33.7% | -5.2% |
| 30D | -19.9% | +24.2% | -44.2% | -20.5% |
| 3M | -22.0% | -53.2% | +31.2% | -19.9% |
| 6M | -28.3% | -36.0% | +7.7% | -28.0% |
| YTD | -33.5% | -51.0% | +17.5% | -33.7% |
| All | -37.9% | -84.0% | +46.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling