-37.2%
NCLH vs IRM
+684.8%
-721.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -1.1% |
| 7D | -6.5% | -0.5% | -6.0% | -6.3% |
| 30D | -23.3% | -8.1% | -15.2% | -19.5% |
| 3M | -18.6% | -9.7% | -8.9% | -13.9% |
| 6M | -26.2% | +10.0% | -36.2% | -31.0% |
| YTD | -30.2% | +43.0% | -73.2% | -44.9% |
| 1Y | -39.2% | +32.7% | -71.8% | -50.1% |
| 3Y | -5.1% | +102.7% | -107.8% | -42.3% |
| 5Y | -36.8% | +187.6% | -224.3% | -69.2% |
| 10Y | -56.3% | +420.1% | -476.4% | -85.4% |
| All | -37.2% | +684.8% | -721.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling