-17.3%
LUNR vs IAG
-10.0%
-7.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -0.9% |
| 7D | -0.5% | -4.1% | +3.5% | +1.7% |
| 30D | -11.3% | +10.6% | -21.9% | -17.6% |
| 3M | -44.9% | +35.4% | -80.3% | -55.8% |
| 6M | -17.3% | -9.5% | -7.8% | -14.9% |
| All | -17.3% | -10.0% | -7.3% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling