+14.5%
IGV vs LUNR
+51.5%
-37.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -5.4% | -0.5% | -4.8% | -5.4% |
| 30D | -2.6% | -11.3% | +8.7% | -2.5% |
| 3M | +10.5% | -44.9% | +55.4% | +11.4% |
| 6M | +18.2% | -17.3% | +35.5% | +18.1% |
| YTD | -4.2% | -9.9% | +5.7% | -4.6% |
| 1Y | -9.8% | +76.1% | -86.0% | -11.0% |
| 3Y | +39.1% | +240.0% | -200.9% | +37.9% |
| All | +14.5% | +51.5% | -37.0% | +21.3% |
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