+224.0%
IONQ vs NCLH
-27.0%
+251.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +16.7% | +6.3% | +10.4% | +13.4% |
| 30D | -12.3% | +18.9% | -31.2% | -19.9% |
| 3M | -17.7% | -0.2% | -17.5% | -18.3% |
| 6M | -28.9% | +8.4% | -37.3% | -33.8% |
| YTD | -22.0% | -17.1% | -4.9% | -19.2% |
| 1Y | -36.8% | -2.8% | -34.0% | -39.9% |
| 3Y | +228.2% | +40.4% | +187.8% | +142.3% |
| 5Y | +91.9% | -30.8% | +122.7% | +67.4% |
| All | +224.0% | -27.0% | +251.0% | +169.3% |
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