-6.8%
IEF vs LUNR
+54.8%
-61.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | -0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -0.6% | -5.3% | +4.8% | -0.6% |
| 3M | -1.0% | -45.6% | +44.6% | -1.0% |
| 6M | -3.1% | -17.4% | +14.3% | -3.0% |
| YTD | -1.9% | -7.9% | +6.1% | -1.8% |
| 1Y | -1.4% | +77.6% | -79.0% | -1.2% |
| 3Y | +9.8% | +247.4% | -237.7% | +10.0% |
| All | -6.8% | +54.8% | -61.6% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling