-58.0%
NCLH vs IVZ
+65.9%
-123.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -4.8% | -2.4% | -2.4% | -3.0% |
| 30D | -21.7% | +3.0% | -24.7% | -23.5% |
| 3M | -22.2% | +14.9% | -37.1% | -31.3% |
| 6M | -27.5% | +36.7% | -64.3% | -44.1% |
| YTD | -33.6% | +25.7% | -59.3% | -45.7% |
| 1Y | -45.0% | +47.7% | -92.7% | -60.6% |
| 3Y | -11.0% | +138.8% | -149.9% | -57.9% |
| 5Y | -39.7% | +62.1% | -101.8% | -61.5% |
| All | -58.0% | +65.9% | -123.9% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling