+253.1%
IONQ vs NCLH
-41.4%
+294.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.2% | -4.0% |
| 7D | +1.3% | -4.6% | +6.0% | +3.8% |
| 30D | -10.3% | -19.9% | +9.6% | +0.1% |
| 3M | -32.7% | -22.0% | -10.8% | -25.3% |
| 6M | +6.3% | -28.3% | +34.6% | +22.5% |
| YTD | -15.0% | -33.5% | +18.5% | -0.9% |
| 1Y | -13.3% | -41.5% | +28.1% | +7.4% |
| 3Y | +97.2% | -8.9% | +106.1% | +81.9% |
| 5Y | +278.7% | -40.5% | +319.2% | +269.5% |
| All | +253.1% | -41.4% | +294.6% | +229.9% |
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