-39.2%
NCLH vs IVZ
+56.4%
-95.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | -6.5% | +0.6% | -7.1% | -6.8% |
| 30D | -23.3% | +4.0% | -27.3% | -25.0% |
| 3M | -18.6% | +18.2% | -36.8% | -26.8% |
| 6M | -26.2% | +32.8% | -59.1% | -39.4% |
| YTD | -30.2% | +28.7% | -59.0% | -41.8% |
| 1Y | -39.2% | +55.4% | -94.5% | -56.8% |
| All | -39.2% | +56.4% | -95.6% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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