+34.7%
LUNR vs IBB
+39.7%
-5.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +24.2% | -0.5% | +24.7% | +24.7% |
| 30D | +18.0% | +4.6% | +13.4% | +15.9% |
| 3M | -26.0% | +6.8% | -32.8% | -28.4% |
| 6M | -63.6% | +23.1% | -86.7% | -67.5% |
| YTD | -19.9% | +26.0% | -45.9% | -29.0% |
| 1Y | +50.1% | +30.4% | +19.7% | +31.9% |
| 3Y | +374.5% | +85.4% | +289.0% | +304.2% |
| All | +34.7% | +39.7% | -5.0% | +9.9% |
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