+35.0%
LUNR vs IBB
+40.3%
-5.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.2% | +9.1% | +8.3% |
| 7D | +51.2% | +1.6% | +49.5% | +50.1% |
| 30D | +7.0% | +6.7% | +0.3% | +3.8% |
| 3M | -23.1% | +6.3% | -29.5% | -25.5% |
| 6M | -59.4% | +23.9% | -83.3% | -63.9% |
| YTD | -19.7% | +26.6% | -46.3% | -29.1% |
| 1Y | +39.5% | +29.6% | +9.9% | +22.7% |
| 3Y | +357.2% | +86.1% | +271.1% | +288.4% |
| All | +35.0% | +40.3% | -5.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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