-58.0%
NCLH vs IONS
+87.6%
-145.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.5% |
| 7D | -4.8% | -6.7% | +1.9% | -2.8% |
| 30D | -21.7% | -4.1% | -17.6% | -20.8% |
| 3M | -22.2% | -26.6% | +4.3% | -16.9% |
| 6M | -27.5% | -27.5% | 0.0% | -22.0% |
| YTD | -33.6% | -31.5% | -2.1% | -27.2% |
| 1Y | -45.0% | -15.3% | -29.6% | -43.7% |
| 3Y | -11.0% | +31.3% | -42.3% | -26.1% |
| 5Y | -39.7% | +50.2% | -89.9% | -53.1% |
| All | -58.0% | +87.6% | -145.6% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling