+48.7%
LUNR vs IVZ
+54.8%
-6.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.1% |
| 30D | -15.3% | +3.0% | -18.4% | -16.6% |
| 3M | -53.2% | +14.9% | -68.0% | -56.2% |
| 6M | -22.2% | +36.7% | -59.0% | -31.9% |
| YTD | -11.6% | +25.7% | -37.3% | -20.3% |
| 1Y | +68.4% | +47.7% | +20.7% | +43.6% |
| 3Y | +216.8% | +138.8% | +77.9% | +134.1% |
| All | +48.7% | +54.8% | -6.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling