+76.0%
IVV vs LUNR
+53.5%
+22.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.4% |
| 7D | +0.1% | -3.6% | +3.8% | +0.2% |
| 30D | +0.1% | +5.9% | -5.8% | 0.0% |
| 3M | +2.0% | -56.0% | +58.0% | +2.7% |
| 6M | +13.0% | -20.5% | +33.5% | +13.1% |
| YTD | +13.6% | -8.7% | +22.3% | +13.4% |
| 1Y | +20.1% | +75.9% | -55.8% | +19.2% |
| 3Y | +77.6% | +202.9% | -125.3% | +76.7% |
| All | +76.0% | +53.5% | +22.5% | +78.0% |
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