+75.9%
LUNR vs IRM
+34.4%
+41.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.8% |
| 7D | -3.6% | -0.5% | -3.2% | -3.3% |
| 30D | +5.9% | -8.1% | +13.9% | +14.5% |
| 3M | -56.0% | -9.7% | -46.3% | -51.6% |
| 6M | -20.5% | +10.0% | -30.5% | -28.8% |
| YTD | -8.7% | +43.0% | -51.7% | -40.2% |
| 1Y | +75.9% | +32.7% | +43.2% | +30.2% |
| All | +75.9% | +34.4% | +41.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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