-40.1%
NCLH vs IYR
+129.8%
-169.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.1% |
| 7D | -4.6% | -0.9% | -3.7% | -3.5% |
| 30D | -19.9% | -2.4% | -17.6% | -17.5% |
| 3M | -22.0% | -2.0% | -20.0% | -19.9% |
| 6M | -28.3% | +2.5% | -30.8% | -30.1% |
| YTD | -33.5% | +8.3% | -41.8% | -39.4% |
| 1Y | -41.5% | +6.5% | -47.9% | -45.5% |
| 3Y | -8.9% | +29.3% | -38.2% | -33.9% |
| 5Y | -40.5% | +5.7% | -46.1% | -42.8% |
| 10Y | -57.0% | +69.2% | -126.2% | -72.4% |
| All | -40.1% | +129.8% | -169.9% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling