+109.3%
IONQ vs NCLH
-6.4%
+115.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.0% |
| 7D | +7.1% | -0.3% | +7.4% | +7.2% |
| 30D | -8.9% | -20.1% | +11.1% | +1.4% |
| 3M | -35.6% | -17.0% | -18.5% | -31.0% |
| 6M | +13.3% | -23.2% | +36.5% | +25.5% |
| YTD | -9.8% | -31.0% | +21.2% | +2.8% |
| 1Y | -1.3% | -37.3% | +35.9% | +18.0% |
| 3Y | +109.3% | -5.6% | +114.8% | +83.1% |
| All | +109.3% | -6.4% | +115.6% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling