+53.0%
IJR vs LUNR
+228.4%
-175.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.6% |
| 7D | -2.2% | -3.1% | +0.9% | -2.0% |
| 30D | -4.6% | -15.3% | +10.7% | -3.8% |
| 3M | +0.2% | -53.2% | +53.4% | +4.3% |
| 6M | +14.7% | -22.2% | +36.9% | +14.3% |
| YTD | +18.9% | -11.6% | +30.4% | +16.4% |
| 1Y | +19.9% | +68.4% | -48.5% | +11.8% |
| 3Y | +53.0% | +216.8% | -163.8% | +28.2% |
| All | +53.0% | +228.4% | -175.4% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling