-45.0%
NCLH vs IRM
+22.0%
-67.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.8% |
| 7D | -4.8% | -1.4% | -3.4% | -4.2% |
| 30D | -21.7% | -7.4% | -14.3% | -19.0% |
| 3M | -22.2% | -7.4% | -14.9% | -19.9% |
| 6M | -27.5% | +8.7% | -36.2% | -30.6% |
| YTD | -33.6% | +40.9% | -74.5% | -43.8% |
| 1Y | -45.0% | +20.5% | -65.5% | -50.7% |
| All | -45.0% | +22.0% | -67.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling