+23.0%
ICE vs LUNR
+48.7%
-25.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.0% |
| 7D | -2.4% | -3.1% | +0.7% | -2.4% |
| 30D | +4.0% | -15.3% | +19.4% | +4.0% |
| 3M | +13.7% | -53.2% | +66.8% | +13.8% |
| 6M | +0.9% | -22.2% | +23.2% | +1.0% |
| YTD | -2.1% | -11.6% | +9.4% | -2.1% |
| 1Y | -9.5% | +68.4% | -77.9% | -9.6% |
| 3Y | +42.1% | +216.8% | -174.7% | +42.6% |
| All | +23.0% | +48.7% | -25.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling