+48.7%
LUNR vs IAG
+497.6%
-448.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | -3.1% | -1.1% | -2.0% | -3.0% |
| 30D | -15.3% | +12.1% | -27.5% | -17.2% |
| 3M | -53.2% | +25.5% | -78.7% | -55.2% |
| 6M | -22.2% | -7.1% | -15.1% | -22.5% |
| YTD | -11.6% | +22.9% | -34.4% | -14.1% |
| 1Y | +68.4% | +83.3% | -14.9% | +58.7% |
| 3Y | +216.8% | +808.5% | -591.7% | +178.8% |
| All | +48.7% | +497.6% | -448.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling