-11.0%
NCLH vs IT
-49.4%
+38.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.5% | +0.3% |
| 7D | -4.8% | -3.7% | -1.2% | -3.9% |
| 30D | -21.7% | +0.1% | -21.7% | -21.9% |
| 3M | -22.2% | +20.7% | -42.9% | -27.5% |
| 6M | -27.5% | +12.0% | -39.5% | -31.7% |
| YTD | -33.6% | -28.8% | -4.8% | -25.1% |
| 1Y | -45.0% | -25.5% | -19.5% | -39.3% |
| 3Y | -11.0% | -48.8% | +37.7% | +26.1% |
| All | -11.0% | -49.4% | +38.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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