+48.7%
LUNR vs IOVA
-55.9%
+104.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.7% |
| 7D | -3.1% | -2.2% | -0.9% | -2.8% |
| 30D | -15.3% | +27.6% | -42.9% | -18.7% |
| 3M | -53.2% | +117.2% | -170.3% | -59.0% |
| 6M | -22.2% | +77.7% | -99.9% | -30.3% |
| YTD | -11.6% | +215.0% | -226.6% | -27.4% |
| 1Y | +68.4% | +255.4% | -186.9% | +34.9% |
| 3Y | +216.8% | +42.6% | +174.2% | +167.3% |
| All | +48.7% | -55.9% | +104.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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