+2.0%
IBKR vs LUNR
-19.1%
+21.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -13.2% | +6.6% | -4.8% |
| 7D | -11.1% | -26.2% | +15.1% | -7.4% |
| 30D | -19.7% | -42.8% | +23.1% | -14.0% |
| 3M | -18.0% | -38.4% | +20.4% | -13.2% |
| 6M | -13.2% | -65.2% | +52.1% | -5.2% |
| YTD | +13.4% | -46.9% | +60.3% | +11.8% |
| 1Y | +2.0% | -17.4% | +19.4% | -7.4% |
| All | +2.0% | -19.1% | +21.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling