+51.5%
LUNR vs IWD
+66.5%
-15.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -1.9% |
| 7D | -0.5% | -2.3% | +1.8% | +1.7% |
| 30D | -11.3% | -1.8% | -9.5% | -9.9% |
| 3M | -44.9% | +8.0% | -52.9% | -49.0% |
| 6M | -17.3% | +17.0% | -34.3% | -28.0% |
| YTD | -9.9% | +21.3% | -31.2% | -23.6% |
| 1Y | +76.1% | +27.9% | +48.2% | +44.8% |
| 3Y | +240.0% | +70.1% | +169.9% | +178.9% |
| All | +51.5% | +66.5% | -15.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling