+53.5%
LUNR vs IWD
+69.3%
-15.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.4% |
| 7D | -3.6% | -0.3% | -3.4% | -3.4% |
| 30D | +5.9% | +0.6% | +5.3% | +5.2% |
| 3M | -56.0% | +7.2% | -63.2% | -58.8% |
| 6M | -20.5% | +16.2% | -36.7% | -30.5% |
| YTD | -8.7% | +23.3% | -32.1% | -23.9% |
| 1Y | +75.9% | +29.6% | +46.3% | +42.7% |
| 3Y | +202.9% | +70.5% | +132.4% | +142.3% |
| All | +53.5% | +69.3% | -15.8% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling