+293.0%
IBKR vs LUNR
+228.4%
+64.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.3% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | -0.2% | -15.3% | +15.1% | +1.2% |
| 3M | +3.0% | -53.2% | +56.1% | +9.2% |
| 6M | +33.9% | -22.2% | +56.1% | +33.2% |
| YTD | +42.5% | -11.6% | +54.1% | +38.8% |
| 1Y | +44.9% | +68.4% | -23.6% | +32.6% |
| 3Y | +293.0% | +216.8% | +76.2% | +264.1% |
| All | +293.0% | +228.4% | +64.6% | +264.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling