+216.8%
LUNR vs IWF
+76.9%
+139.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -3.4% |
| 7D | -3.1% | -0.9% | -2.2% | -1.3% |
| 30D | -15.3% | -1.7% | -13.6% | -12.1% |
| 3M | -53.2% | +0.7% | -53.8% | -53.1% |
| 6M | -22.2% | +8.6% | -30.8% | -30.3% |
| YTD | -11.6% | +3.5% | -15.1% | -13.6% |
| 1Y | +68.4% | +7.0% | +61.4% | +58.5% |
| 3Y | +216.8% | +76.3% | +140.4% | +78.1% |
| All | +216.8% | +76.9% | +139.9% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling