-10.9%
NCLH vs IRM
+102.2%
-113.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -4.6% | +3.0% | -7.6% | -6.2% |
| 30D | -19.9% | -5.2% | -14.7% | -17.8% |
| 3M | -22.0% | -8.0% | -13.9% | -18.7% |
| 6M | -28.3% | +9.2% | -37.5% | -32.2% |
| YTD | -33.5% | +41.0% | -74.5% | -45.9% |
| 1Y | -41.5% | +23.3% | -64.7% | -49.0% |
| All | -10.9% | +102.2% | -113.1% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling