+38.3%
IJH vs LUNR
+48.7%
-10.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -1.8% |
| 30D | -4.6% | -15.3% | +10.7% | -4.4% |
| 3M | -1.2% | -53.2% | +52.0% | -0.2% |
| 6M | +9.4% | -22.2% | +31.6% | +9.4% |
| YTD | +13.3% | -11.6% | +24.9% | +13.0% |
| 1Y | +13.4% | +68.4% | -55.0% | +12.0% |
| 3Y | +50.4% | +216.8% | -166.3% | +48.0% |
| All | +38.3% | +48.7% | -10.4% | +36.9% |
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 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