+76.9%
IVV vs LUNR
+291.1%
-214.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.3% |
| 7D | -0.6% | +12.7% | -13.3% | -1.3% |
| 30D | -3.7% | -10.5% | +6.8% | -3.5% |
| 3M | -2.7% | -25.2% | +22.4% | -1.9% |
| 6M | +2.2% | -59.2% | +61.5% | +5.0% |
| YTD | +10.9% | -27.2% | +38.1% | +10.1% |
| 1Y | +11.3% | +19.7% | -8.3% | +7.7% |
| 3Y | +76.9% | +314.4% | -237.5% | +64.8% |
| All | +76.9% | +291.1% | -214.2% | +64.8% |
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