-40.7%
NCLH vs IT
-46.1%
+5.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -6.5% | -12.7% | +6.2% | -0.9% |
| 30D | -22.1% | -8.9% | -13.2% | -19.2% |
| 3M | -18.7% | +10.1% | -28.8% | -24.8% |
| 6M | -28.4% | +7.3% | -35.7% | -34.6% |
| YTD | -34.7% | -32.4% | -2.4% | -23.0% |
| 1Y | -42.7% | -26.6% | -16.1% | -36.2% |
| 3Y | -10.6% | -51.8% | +41.2% | +25.4% |
| 5Y | -40.7% | -45.6% | +4.9% | -32.9% |
| All | -40.7% | -46.1% | +5.3% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling