-25.1%
NCLH vs IRE
-97.2%
+72.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +39.6% | -38.7% | +0.1% |
| 7D | +2.0% | -27.2% | +29.2% | +2.1% |
| 30D | +19.1% | -75.1% | +94.2% | +21.8% |
| 3M | -7.5% | -77.9% | +70.4% | -5.5% |
| 6M | +1.0% | -94.6% | +95.5% | +7.3% |
| YTD | -19.7% | -91.5% | +71.8% | -17.6% |
| 1Y | -1.8% | -97.8% | +96.1% | +1.7% |
| All | -25.1% | -97.2% | +72.2% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling