+32.6%
IWM vs LUNR
+62.5%
-29.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.3% | -0.6% |
| 7D | +1.4% | +6.5% | -5.1% | +1.3% |
| 30D | -2.3% | -4.4% | +2.1% | -2.2% |
| 3M | +4.0% | -47.3% | +51.2% | +5.1% |
| 6M | +17.9% | -11.1% | +29.0% | +17.7% |
| YTD | +20.2% | -3.4% | +23.6% | +19.6% |
| 1Y | +25.0% | +85.8% | -60.8% | +22.9% |
| 3Y | +66.0% | +264.7% | -198.7% | +62.4% |
| All | +32.6% | +62.5% | -29.9% | +31.5% |
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 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