-45.0%
NCLH vs ITUB
+31.4%
-76.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.5% |
| 7D | -4.8% | +2.2% | -7.0% | -5.9% |
| 30D | -21.7% | +12.6% | -34.3% | -26.4% |
| 3M | -22.2% | +6.4% | -28.7% | -25.7% |
| 6M | -27.5% | +0.6% | -28.1% | -28.5% |
| YTD | -33.6% | +18.8% | -52.4% | -36.4% |
| 1Y | -45.0% | +31.0% | -76.0% | -49.9% |
| All | -45.0% | +31.4% | -76.4% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling