-40.5%
NCLH vs IONS
+52.5%
-93.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -4.6% | -8.7% | +4.0% | -1.9% |
| 30D | -19.9% | -1.6% | -18.3% | -19.7% |
| 3M | -22.0% | -24.9% | +2.9% | -17.1% |
| 6M | -28.3% | -25.7% | -2.6% | -23.4% |
| YTD | -33.5% | -29.2% | -4.3% | -27.7% |
| 1Y | -41.5% | -13.0% | -28.5% | -40.9% |
| 3Y | -8.9% | +35.9% | -44.8% | -28.8% |
| 5Y | -40.5% | +54.5% | -95.0% | -59.6% |
| All | -40.5% | +52.5% | -93.0% | -59.6% |
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