+51.5%
LUNR vs IONS
+71.4%
-19.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | -0.5% | -4.3% | +3.7% | -0.3% |
| 30D | -11.3% | +0.4% | -11.7% | -11.3% |
| 3M | -44.9% | -24.1% | -20.8% | -44.3% |
| 6M | -17.3% | -26.4% | +9.1% | -16.3% |
| YTD | -9.9% | -29.7% | +19.7% | -8.5% |
| 1Y | +76.1% | -13.0% | +89.2% | +80.0% |
| 3Y | +240.0% | +35.0% | +205.0% | +245.0% |
| All | +51.5% | +71.4% | -19.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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