+29.1%
IYR vs LUNR
+228.4%
-199.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -1.4% | -3.1% | +1.7% | -1.3% |
| 30D | -2.7% | -15.3% | +12.7% | -2.3% |
| 3M | -2.1% | -53.2% | +51.0% | -0.4% |
| 6M | +3.6% | -22.2% | +25.8% | +3.3% |
| YTD | +8.1% | -11.6% | +19.7% | +6.9% |
| 1Y | +4.7% | +68.4% | -63.7% | +1.0% |
| 3Y | +29.1% | +216.8% | -187.7% | +16.1% |
| All | +29.1% | +228.4% | -199.3% | +16.1% |
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