+50.8%
IEMG vs LUNR
+48.7%
+2.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | +1.9% | -15.3% | +17.3% | +2.1% |
| 3M | +1.4% | -53.2% | +54.6% | +2.2% |
| 6M | +15.2% | -22.2% | +37.4% | +15.3% |
| YTD | +23.8% | -11.6% | +35.4% | +23.7% |
| 1Y | +30.7% | +68.4% | -37.8% | +29.8% |
| 3Y | +83.3% | +216.8% | -133.5% | +81.8% |
| All | +50.8% | +48.7% | +2.1% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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