+64.4%
IBIT vs LUNR
+403.5%
-339.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.4% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | +22.0% | -15.3% | +37.3% | +23.8% |
| 3M | +21.4% | -53.2% | +74.6% | +30.5% |
| 6M | +9.2% | -22.2% | +31.5% | +8.6% |
| YTD | -11.8% | -11.6% | -0.3% | -14.6% |
| 1Y | -32.7% | +68.4% | -101.1% | -39.6% |
| All | +64.4% | +403.5% | -339.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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