+18.4%
IWM vs LUNR
+38.9%
-20.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +24.2% | -22.8% | -0.5% |
| 30D | +2.3% | +18.0% | -15.7% | +0.4% |
| 3M | -8.3% | -26.0% | +17.7% | -6.9% |
| 6M | -1.3% | -63.6% | +62.2% | +4.5% |
| YTD | +13.5% | -19.9% | +33.4% | +10.4% |
| 1Y | +18.4% | +50.1% | -31.7% | +6.3% |
| All | +18.4% | +38.9% | -20.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling