+68.4%
LUNR vs IRM
+22.0%
+46.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.9% | -3.8% |
| 7D | -3.1% | -1.4% | -1.7% | -1.8% |
| 30D | -15.3% | -7.4% | -8.0% | -8.6% |
| 3M | -53.2% | -7.4% | -45.8% | -50.1% |
| 6M | -22.2% | +8.7% | -30.9% | -30.0% |
| YTD | -11.6% | +40.9% | -52.5% | -43.2% |
| 1Y | +68.4% | +20.5% | +47.9% | +26.7% |
| All | +68.4% | +22.0% | +46.4% | +26.7% |
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