+222.7%
LUNR vs IOVA
+36.1%
+186.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.4% |
| 7D | -0.5% | -6.4% | +5.9% | +0.9% |
| 30D | -11.3% | +25.4% | -36.7% | -16.3% |
| 3M | -44.9% | +115.3% | -160.2% | -55.0% |
| 6M | -17.3% | +56.5% | -73.8% | -28.3% |
| YTD | -9.9% | +198.2% | -208.1% | -33.5% |
| 1Y | +76.1% | +242.0% | -165.9% | +24.0% |
| All | +222.7% | +36.1% | +186.6% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling