+85.6%
IREN vs LUNR
+54.8%
+30.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -2.9% |
| 7D | +14.6% | +0.5% | +14.0% | +14.5% |
| 30D | +17.1% | -5.3% | +22.4% | +17.7% |
| 3M | -16.0% | -45.6% | +29.6% | -11.5% |
| 6M | +16.8% | -17.4% | +34.2% | +18.0% |
| YTD | +20.1% | -7.9% | +28.1% | +20.7% |
| 1Y | +50.3% | +77.6% | -27.4% | +45.1% |
| 3Y | +871.5% | +247.4% | +624.1% | +801.4% |
| All | +85.6% | +54.8% | +30.7% | +32.1% |
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