+375.5%
LUNR vs IONS
-40.7%
+416.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.6% | +10.6% | +7.8% |
| 7D | +51.2% | -29.6% | +80.8% | +61.4% |
| 30D | +7.0% | -35.6% | +42.5% | +17.5% |
| 3M | -23.1% | -51.7% | +28.6% | -9.0% |
| 6M | -59.4% | -64.0% | +4.6% | -49.0% |
| YTD | -19.7% | -65.5% | +45.8% | +2.6% |
| 1Y | +39.5% | -62.4% | +101.9% | +76.2% |
| All | +375.5% | -40.7% | +416.2% | +339.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling