-1.0%
NCLH vs IONS
-44.5%
+43.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.4% | +6.9% |
| 7D | +15.8% | -10.6% | +26.4% | +17.9% |
| 30D | +25.1% | -7.7% | +32.8% | +26.6% |
| 3M | -7.3% | -27.1% | +19.8% | -2.8% |
| 6M | +8.1% | -46.8% | +54.9% | +11.6% |
| YTD | -16.7% | -49.2% | +32.6% | -11.8% |
| 1Y | -1.0% | -44.9% | +43.9% | +4.1% |
| All | -1.0% | -44.5% | +43.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1y: compounded portfolio wealth divided by compounded IONS 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…
1y analysis · Full analysis span regression · 6 months rolling