+51.5%
LUNR vs IRM
+184.9%
-133.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.2% |
| 7D | -0.5% | -1.8% | +1.3% | +0.3% |
| 30D | -11.3% | -7.8% | -3.5% | -7.8% |
| 3M | -44.9% | -7.9% | -37.0% | -42.9% |
| 6M | -17.3% | +6.3% | -23.6% | -18.8% |
| YTD | -9.9% | +38.2% | -48.1% | -20.2% |
| 1Y | +76.1% | +19.8% | +56.3% | +64.5% |
| 3Y | +240.0% | +98.8% | +141.2% | +230.0% |
| All | +51.5% | +184.9% | -133.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling