-37.2%
NCLH vs IONS
+311.4%
-348.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -6.5% | -4.8% | -1.6% | -5.5% |
| 30D | -23.3% | +7.2% | -30.5% | -24.6% |
| 3M | -18.6% | -22.7% | +4.1% | -15.5% |
| 6M | -26.2% | -26.9% | +0.6% | -22.4% |
| YTD | -30.2% | -26.6% | -3.7% | -26.6% |
| 1Y | -39.2% | -2.1% | -37.0% | -39.9% |
| 3Y | -5.1% | +43.4% | -48.5% | -17.0% |
| 5Y | -36.8% | +47.0% | -83.7% | -45.5% |
| 10Y | -56.3% | +97.2% | -153.5% | -63.4% |
| All | -37.2% | +311.4% | -348.6% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling