+68.4%
LUNR vs IOVA
+259.8%
-191.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -3.0% |
| 7D | -3.1% | -2.2% | -0.9% | -2.7% |
| 30D | -15.3% | +27.6% | -42.9% | -20.1% |
| 3M | -53.2% | +117.2% | -170.3% | -61.2% |
| 6M | -22.2% | +77.7% | -99.9% | -33.9% |
| YTD | -11.6% | +215.0% | -226.6% | -33.4% |
| 1Y | +68.4% | +255.4% | -186.9% | +35.1% |
| All | +68.4% | +259.8% | -191.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling