-4.5%
LUNR vs IWF
-1.6%
-2.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -6.4% |
| 7D | -14.3% | -4.2% | -10.2% | -3.1% |
| 30D | -30.5% | -8.1% | -22.4% | -10.6% |
| 3M | -28.9% | -5.1% | -23.8% | -15.9% |
| 6M | -60.8% | -1.4% | -59.4% | -56.8% |
| YTD | -38.8% | -0.1% | -38.7% | -35.6% |
| 1Y | -4.5% | -1.3% | -3.3% | +4.2% |
| All | -4.5% | -1.6% | -2.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling