-7.7%
IEF vs LUNR
+48.7%
-56.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -0.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.3% |
| 30D | -1.7% | -15.3% | +13.6% | -1.8% |
| 3M | -2.5% | -53.2% | +50.6% | -2.6% |
| 6M | -3.3% | -22.2% | +19.0% | -3.2% |
| YTD | -2.8% | -11.6% | +8.8% | -2.8% |
| 1Y | -2.7% | +68.4% | -71.1% | -2.6% |
| 3Y | +8.9% | +216.8% | -207.9% | +9.1% |
| All | -7.7% | +48.7% | -56.4% | -7.9% |
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