+62.5%
LUNR vs IRM
+192.9%
-130.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.5% | +6.2% |
| 7D | +6.5% | +1.6% | +4.9% | +5.7% |
| 30D | -4.4% | -4.2% | -0.2% | -2.3% |
| 3M | -47.3% | -5.4% | -41.9% | -46.0% |
| 6M | -11.1% | +12.0% | -23.1% | -14.5% |
| YTD | -3.4% | +42.0% | -45.4% | -15.5% |
| 1Y | +85.8% | +29.9% | +55.9% | +68.7% |
| 3Y | +264.7% | +104.4% | +160.3% | +249.5% |
| All | +62.5% | +192.9% | -130.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling