+29.4%
IWM vs LUNR
+51.5%
-22.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -4.4% | -11.3% | +6.9% | -4.2% |
| 3M | +2.2% | -44.9% | +47.1% | +3.3% |
| 6M | +14.0% | -17.3% | +31.3% | +14.0% |
| YTD | +17.4% | -9.9% | +27.3% | +16.9% |
| 1Y | +22.9% | +76.1% | -53.2% | +21.0% |
| 3Y | +62.1% | +240.0% | -177.9% | +58.7% |
| All | +29.4% | +51.5% | -22.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling