-40.1%
NCLH vs ITUB
+167.6%
-207.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.3% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -19.9% | +2.6% | -22.5% | -21.0% |
| 3M | -22.0% | +8.4% | -30.4% | -25.2% |
| 6M | -28.3% | -0.5% | -27.8% | -28.4% |
| YTD | -33.5% | +15.3% | -48.7% | -37.7% |
| 1Y | -41.5% | +28.7% | -70.2% | -48.0% |
| 3Y | -8.9% | +118.7% | -127.6% | -37.1% |
| 5Y | -40.5% | +182.7% | -223.1% | -64.6% |
| 10Y | -57.0% | +207.6% | -264.5% | -74.4% |
| All | -40.1% | +167.6% | -207.7% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling