+49.0%
IEMG vs LUNR
+51.5%
-2.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | -0.9% | -0.5% | -0.3% | -0.9% |
| 30D | +2.1% | -11.3% | +13.4% | +2.3% |
| 3M | +4.6% | -44.9% | +49.5% | +5.2% |
| 6M | +14.0% | -17.3% | +31.3% | +14.1% |
| YTD | +22.3% | -9.9% | +32.3% | +22.2% |
| 1Y | +30.7% | +76.1% | -45.5% | +29.8% |
| 3Y | +83.2% | +240.0% | -156.8% | +81.7% |
| All | +49.0% | +51.5% | -2.5% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling