+185.7%
IONQ vs NCLH
-28.8%
+214.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -7.4% |
| 7D | +16.8% | +1.7% | +15.1% | +16.1% |
| 30D | -11.1% | +17.9% | -29.0% | -18.4% |
| 3M | -31.7% | -4.5% | -27.2% | -30.6% |
| 6M | -44.8% | +12.9% | -57.6% | -49.4% |
| YTD | -31.2% | -19.1% | -12.1% | -27.7% |
| 1Y | -39.1% | -4.6% | -34.5% | -41.5% |
| 3Y | +189.5% | +37.0% | +152.5% | +116.5% |
| 5Y | +53.2% | -29.5% | +82.7% | +34.4% |
| All | +185.7% | -28.8% | +214.5% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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