-39.2%
NCLH vs IYR
+8.4%
-47.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.9% |
| 7D | -6.5% | -1.2% | -5.2% | -4.8% |
| 30D | -23.3% | -2.9% | -20.4% | -19.9% |
| 3M | -18.6% | +0.8% | -19.4% | -19.6% |
| 6M | -26.2% | +1.9% | -28.1% | -28.6% |
| YTD | -30.2% | +9.6% | -39.9% | -38.7% |
| 1Y | -39.2% | +8.1% | -47.2% | -46.1% |
| All | -39.2% | +8.4% | -47.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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