+48.7%
LUNR vs IRM
+190.6%
-141.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -2.8% |
| 7D | -3.1% | -1.4% | -1.7% | -2.5% |
| 30D | -15.3% | -7.4% | -8.0% | -12.2% |
| 3M | -53.2% | -7.4% | -45.8% | -51.6% |
| 6M | -22.2% | +8.7% | -30.9% | -24.4% |
| YTD | -11.6% | +40.9% | -52.5% | -22.4% |
| 1Y | +68.4% | +20.5% | +47.9% | +56.5% |
| 3Y | +216.8% | +101.7% | +115.1% | +204.2% |
| All | +48.7% | +190.6% | -141.9% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling