-11.0%
NCLH vs ITW
+20.2%
-31.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.5% |
| 7D | -4.8% | -0.7% | -4.1% | -4.0% |
| 30D | -21.7% | -8.3% | -13.3% | -13.8% |
| 3M | -22.2% | +6.0% | -28.3% | -27.1% |
| 6M | -27.5% | 0.0% | -27.5% | -27.5% |
| YTD | -33.6% | +10.2% | -43.8% | -41.0% |
| 1Y | -45.0% | +3.2% | -48.2% | -47.4% |
| 3Y | -11.0% | +21.0% | -32.0% | -30.1% |
| All | -11.0% | +20.2% | -31.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling