+34.7%
LUNR vs IONS
-10.5%
+45.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.6% |
| 7D | +24.2% | -26.3% | +50.4% | +25.9% |
| 30D | +18.0% | -31.9% | +49.9% | +20.6% |
| 3M | -26.0% | -48.0% | +22.0% | -23.0% |
| 6M | -63.6% | -62.6% | -1.0% | -61.5% |
| YTD | -19.9% | -63.3% | +43.4% | -15.3% |
| 1Y | +50.1% | -58.4% | +108.5% | +59.1% |
| 3Y | +374.5% | -38.2% | +412.7% | +381.3% |
| All | +34.7% | -10.5% | +45.2% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling