+222.7%
LUNR vs IVZ
+132.2%
+90.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -0.5% | -2.4% | +1.8% | +1.5% |
| 30D | -11.3% | +2.5% | -13.8% | -13.4% |
| 3M | -44.9% | +17.1% | -62.0% | -52.6% |
| 6M | -17.3% | +35.1% | -52.5% | -36.6% |
| YTD | -9.9% | +24.3% | -34.2% | -27.2% |
| 1Y | +76.1% | +48.7% | +27.5% | +22.5% |
| All | +222.7% | +132.2% | +90.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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