+73.2%
IVV vs LUNR
+51.5%
+21.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -1.6% | -11.3% | +9.6% | -1.5% |
| 3M | +4.8% | -44.9% | +49.7% | +5.3% |
| 6M | +12.6% | -17.3% | +29.9% | +12.6% |
| YTD | +11.8% | -9.9% | +21.7% | +11.6% |
| 1Y | +17.6% | +76.1% | -58.6% | +16.7% |
| 3Y | +77.0% | +240.0% | -163.0% | +76.3% |
| All | +73.2% | +51.5% | +21.7% | +75.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling