-39.6%
NCLH vs IRM
+192.8%
-232.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -4.6% | +3.0% | -7.6% | -6.4% |
| 30D | -19.9% | -5.2% | -14.7% | -17.4% |
| 3M | -22.0% | -8.0% | -13.9% | -18.2% |
| 6M | -28.3% | +9.2% | -37.5% | -32.9% |
| YTD | -33.5% | +41.0% | -74.5% | -47.9% |
| 1Y | -41.5% | +23.3% | -64.7% | -50.3% |
| 3Y | -8.9% | +102.8% | -111.7% | -50.3% |
| All | -39.6% | +192.8% | -232.4% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling