-40.1%
NCLH vs IT
+241.4%
-281.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.6% |
| 7D | -4.6% | -9.1% | +4.5% | +0.2% |
| 30D | -19.9% | -12.2% | -7.8% | -14.7% |
| 3M | -22.0% | +7.8% | -29.8% | -28.5% |
| 6M | -28.3% | +2.0% | -30.3% | -34.2% |
| YTD | -33.5% | -32.7% | -0.7% | -22.8% |
| 1Y | -41.5% | -31.1% | -10.4% | -33.4% |
| 3Y | -8.9% | -52.1% | +43.2% | +25.5% |
| 5Y | -40.5% | -46.3% | +5.8% | -24.7% |
| 10Y | -57.0% | +91.4% | -148.3% | -75.8% |
| All | -40.1% | +241.4% | -281.5% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling