+51.5%
LUNR vs IAG
+492.6%
-441.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.8% |
| 7D | -0.5% | -4.1% | +3.5% | +0.1% |
| 30D | -11.3% | +10.6% | -21.9% | -13.1% |
| 3M | -44.9% | +35.4% | -80.3% | -47.8% |
| 6M | -17.3% | -9.5% | -7.8% | -17.2% |
| YTD | -9.9% | +21.8% | -31.8% | -12.4% |
| 1Y | +76.1% | +84.1% | -8.0% | +66.1% |
| 3Y | +240.0% | +817.4% | -577.4% | +199.9% |
| All | +51.5% | +492.6% | -441.1% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling