+228.2%
IONQ vs LUNR
+291.1%
-62.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +16.7% | +12.7% | +4.0% | +12.0% |
| 30D | -12.3% | -10.5% | -1.8% | -8.2% |
| 3M | -17.7% | -25.2% | +7.4% | -8.6% |
| 6M | -28.9% | -59.2% | +30.3% | -4.1% |
| YTD | -22.0% | -27.2% | +5.2% | -16.3% |
| 1Y | -36.8% | +19.7% | -56.5% | -42.6% |
| 3Y | +228.2% | +314.4% | -86.1% | +185.5% |
| All | +228.2% | +291.1% | -62.8% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling