+54.8%
LUNR vs IOVA
-56.7%
+111.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -4.3% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | -5.3% | +31.7% | -37.0% | -9.5% |
| 3M | -45.6% | +117.3% | -162.9% | -52.3% |
| 6M | -17.4% | +55.8% | -73.2% | -24.6% |
| YTD | -7.9% | +208.8% | -216.7% | -24.2% |
| 1Y | +77.6% | +255.7% | -178.1% | +42.4% |
| 3Y | +247.4% | +41.7% | +205.8% | +194.2% |
| All | +54.8% | -56.7% | +111.6% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling