-40.2%
NCLH vs ITOT
+526.0%
-566.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.3% |
| 7D | -4.8% | -0.9% | -3.9% | -3.2% |
| 30D | -21.7% | -1.5% | -20.2% | -19.5% |
| 3M | -22.2% | +3.6% | -25.8% | -26.9% |
| 6M | -27.5% | +13.7% | -41.2% | -41.4% |
| YTD | -33.6% | +12.9% | -46.5% | -45.4% |
| 1Y | -45.0% | +17.2% | -62.2% | -57.5% |
| 3Y | -11.0% | +75.6% | -86.7% | -64.3% |
| 5Y | -39.7% | +75.5% | -115.2% | -73.9% |
| 10Y | -57.0% | +302.0% | -359.0% | -93.2% |
| All | -40.2% | +526.0% | -566.2% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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