+48.7%
LUNR vs IFF
-37.7%
+86.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -15.3% | -0.3% | -15.1% | -15.4% |
| 3M | -53.2% | +8.4% | -61.6% | -54.7% |
| 6M | -22.2% | +23.0% | -45.3% | -27.2% |
| YTD | -11.6% | +25.5% | -37.0% | -18.2% |
| 1Y | +68.4% | +29.1% | +39.4% | +54.2% |
| 3Y | +216.8% | +31.7% | +185.1% | +200.1% |
| All | +48.7% | -37.7% | +86.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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