+265.9%
IONQ vs NCLH
-38.6%
+304.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | -6.5% | +7.3% | +4.2% |
| 30D | -1.0% | -23.3% | +22.3% | +12.7% |
| 3M | -39.8% | -18.6% | -21.2% | -34.6% |
| 6M | +6.4% | -26.2% | +32.7% | +20.8% |
| YTD | -11.9% | -30.2% | +18.3% | +0.2% |
| 1Y | -6.2% | -39.2% | +33.0% | +14.1% |
| 3Y | +125.7% | -5.1% | +130.8% | +103.9% |
| 5Y | +296.0% | -36.8% | +332.8% | +276.6% |
| All | +265.9% | -38.6% | +304.5% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling