+62.5%
LUNR vs IWF
+65.3%
-2.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.1% |
| 7D | +6.5% | +1.5% | +5.0% | +5.2% |
| 30D | -4.4% | -1.3% | -3.1% | -3.3% |
| 3M | -47.3% | +0.1% | -47.4% | -46.8% |
| 6M | -11.1% | +10.3% | -21.3% | -14.8% |
| YTD | -3.4% | +4.2% | -7.5% | -4.1% |
| 1Y | +85.8% | +9.3% | +76.5% | +81.5% |
| 3Y | +264.7% | +79.3% | +185.3% | +258.0% |
| All | +62.5% | +65.3% | -2.8% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling