-45.0%
NCLH vs ITW
+4.8%
-49.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.7% |
| 7D | -4.8% | -0.7% | -4.1% | -4.2% |
| 30D | -21.7% | -8.3% | -13.3% | -15.4% |
| 3M | -22.2% | +6.0% | -28.3% | -25.6% |
| 6M | -27.5% | 0.0% | -27.5% | -27.9% |
| YTD | -33.6% | +10.2% | -43.8% | -38.6% |
| 1Y | -45.0% | +3.2% | -48.2% | -48.7% |
| All | -45.0% | +4.8% | -49.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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