+70.2%
IWM vs LUNR
+349.3%
-279.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.0% | -8.6% | -2.2% |
| 7D | +2.8% | +51.2% | -48.4% | -0.5% |
| 30D | +0.6% | +7.0% | -6.3% | -0.3% |
| 3M | -7.8% | -23.1% | +15.3% | -6.7% |
| 6M | -1.0% | -59.4% | +58.4% | +3.7% |
| YTD | +13.9% | -19.7% | +33.6% | +11.7% |
| 1Y | +15.4% | +39.5% | -24.1% | +8.3% |
| All | +70.2% | +349.3% | -279.1% | +44.0% |
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 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