+54.8%
LUNR vs IWD
+66.9%
-12.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.2% |
| 7D | +0.5% | -1.2% | +1.7% | +1.6% |
| 30D | -5.3% | -1.6% | -3.7% | -4.0% |
| 3M | -45.6% | +7.0% | -52.6% | -49.2% |
| 6M | -17.4% | +17.0% | -34.3% | -28.1% |
| YTD | -7.9% | +21.6% | -29.6% | -22.2% |
| 1Y | +77.6% | +28.0% | +49.7% | +45.9% |
| 3Y | +247.4% | +70.6% | +176.9% | +184.2% |
| All | +54.8% | +66.9% | -12.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling