-40.1%
NCLH vs IVZ
+104.2%
-144.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.9% |
| 7D | -4.6% | +1.2% | -5.8% | -5.5% |
| 30D | -19.9% | +1.8% | -21.7% | -21.0% |
| 3M | -22.0% | +15.7% | -37.7% | -30.9% |
| 6M | -28.3% | +36.3% | -64.6% | -43.8% |
| YTD | -33.5% | +24.9% | -58.4% | -44.7% |
| 1Y | -41.5% | +48.9% | -90.4% | -57.5% |
| 3Y | -8.9% | +136.8% | -145.7% | -54.3% |
| 5Y | -40.5% | +60.0% | -100.4% | -60.3% |
| 10Y | -57.0% | +63.4% | -120.3% | -77.1% |
| All | -40.1% | +104.2% | -144.3% | -68.9% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling