+53.5%
LUNR vs IOVA
-54.9%
+108.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -3.6% | +9.7% | -13.4% | -5.0% |
| 30D | +5.9% | +102.5% | -96.7% | -5.8% |
| 3M | -56.0% | +100.7% | -156.6% | -60.9% |
| 6M | -20.5% | +106.3% | -126.8% | -30.3% |
| YTD | -8.7% | +222.0% | -230.7% | -25.3% |
| 1Y | +75.9% | +299.5% | -223.7% | +38.6% |
| 3Y | +202.9% | +42.9% | +159.9% | +154.7% |
| All | +53.5% | -54.9% | +108.4% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling