+264.7%
LUNR vs IWD
+71.7%
+193.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +8.0% |
| 7D | +6.5% | -0.2% | +6.7% | +6.7% |
| 30D | -4.4% | -0.8% | -3.6% | -3.0% |
| 3M | -47.3% | +8.0% | -55.3% | -58.0% |
| 6M | -11.1% | +18.2% | -29.2% | -43.2% |
| YTD | -3.4% | +22.3% | -25.7% | -43.8% |
| 1Y | +85.8% | +28.9% | +56.9% | -3.4% |
| 3Y | +264.7% | +71.5% | +193.1% | -3.9% |
| All | +264.7% | +71.7% | +193.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling