-4.5%
LUNR vs IRM
+19.5%
-24.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -7.0% |
| 7D | -14.3% | +2.6% | -16.9% | -16.5% |
| 30D | -30.5% | +5.6% | -36.1% | -33.9% |
| 3M | -28.9% | -4.7% | -24.1% | -25.1% |
| 6M | -60.8% | -6.1% | -54.7% | -58.0% |
| YTD | -38.8% | +46.3% | -85.1% | -63.6% |
| 1Y | -4.5% | +18.7% | -23.2% | -24.7% |
| All | -4.5% | +19.5% | -24.0% | -24.7% |
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