+26.4%
IWM vs MSTR
-56.7%
+83.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +0.1% | +12.2% | -12.1% | -1.3% |
| 30D | -1.3% | +45.2% | -46.4% | -5.8% |
| 3M | +1.6% | +10.4% | -8.8% | +0.1% |
| 6M | +13.6% | -2.5% | +16.0% | +13.0% |
| YTD | +20.8% | -6.0% | +26.8% | +19.1% |
| 1Y | +26.4% | -56.4% | +82.8% | +42.0% |
| All | +26.4% | -56.7% | +83.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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