+3.5%
IYR vs LUNR
+54.8%
-51.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -1.1% |
| 7D | -0.9% | +0.5% | -1.5% | -0.9% |
| 30D | -2.4% | -5.3% | +3.0% | -2.3% |
| 3M | -2.0% | -45.6% | +43.6% | -1.8% |
| 6M | +2.5% | -17.4% | +19.8% | +2.4% |
| YTD | +8.3% | -7.9% | +16.3% | +8.1% |
| 1Y | +6.5% | +77.6% | -71.2% | +5.9% |
| 3Y | +29.3% | +247.4% | -218.1% | +28.9% |
| All | +3.5% | +54.8% | -51.3% | +4.6% |
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