-40.7%
NCLH vs IVZ
+57.9%
-98.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -6.5% | -2.4% | -4.2% | -4.8% |
| 30D | -22.1% | +2.5% | -24.6% | -23.6% |
| 3M | -18.7% | +17.1% | -35.8% | -29.3% |
| 6M | -28.4% | +35.1% | -63.5% | -44.6% |
| YTD | -34.7% | +24.3% | -59.0% | -46.4% |
| 1Y | -42.7% | +48.7% | -91.4% | -59.6% |
| 3Y | -10.6% | +135.6% | -146.2% | -59.1% |
| 5Y | -40.7% | +60.3% | -101.1% | -63.1% |
| All | -40.7% | +57.9% | -98.6% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling