-17.4%
LUNR vs IWF
+10.9%
-28.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.3% | -3.4% |
| 7D | +0.5% | +0.5% | 0.0% | -1.1% |
| 30D | -5.3% | -1.4% | -3.9% | -1.3% |
| 3M | -45.6% | +0.4% | -46.1% | -45.6% |
| 6M | -17.4% | +8.5% | -25.8% | -28.6% |
| All | -17.4% | +10.9% | -28.3% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling