+34.7%
LUNR vs IWD
+73.7%
-38.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +24.2% | +2.3% | +21.9% | +21.7% |
| 30D | +18.0% | +3.6% | +14.4% | +14.4% |
| 3M | -26.0% | +2.2% | -28.1% | -27.3% |
| 6M | -63.6% | +13.0% | -76.5% | -67.4% |
| YTD | -19.9% | +26.5% | -46.4% | -34.6% |
| 1Y | +50.1% | +30.1% | +20.0% | +20.5% |
| 3Y | +374.5% | +84.9% | +289.6% | +286.6% |
| All | +34.7% | +73.7% | -38.9% | +8.6% |
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