-12.5%
NCLH vs IYR
+28.0%
-40.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.8% |
| 7D | -6.5% | -2.8% | -3.7% | -3.4% |
| 30D | -22.1% | -2.5% | -19.6% | -19.7% |
| 3M | -18.7% | -3.0% | -15.7% | -15.7% |
| 6M | -28.4% | +1.6% | -30.0% | -29.3% |
| YTD | -34.7% | +7.3% | -42.0% | -39.1% |
| 1Y | -42.7% | +5.6% | -48.3% | -45.6% |
| All | -12.5% | +28.0% | -40.5% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling