-29.5%
NCLH vs IONS
-18.9%
-10.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.0% |
| 7D | +1.7% | -29.6% | +31.3% | +11.3% |
| 30D | +17.9% | -35.6% | +53.4% | +32.6% |
| 3M | -4.5% | -51.7% | +47.1% | +16.9% |
| 6M | +12.9% | -64.0% | +76.9% | +47.8% |
| YTD | -19.1% | -65.5% | +46.4% | +7.7% |
| 1Y | -4.6% | -62.4% | +57.8% | +23.2% |
| 3Y | +37.0% | -41.1% | +78.1% | +39.5% |
| 5Y | -29.5% | -16.5% | -13.1% | -44.8% |
| All | -29.5% | -18.9% | -10.6% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling