+161.6%
IWM vs MSTR
+568.1%
-406.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | -1.5% | -15.9% | +14.5% | +0.7% |
| 3M | -8.0% | +33.1% | -41.1% | -12.7% |
| 6M | -4.1% | -31.0% | +26.9% | -1.2% |
| YTD | +11.9% | -15.1% | +27.1% | +10.3% |
| 1Y | +15.0% | -45.6% | +60.7% | +20.3% |
| 3Y | +64.2% | +180.5% | -116.3% | +18.0% |
| 5Y | +20.4% | +61.7% | -41.3% | -15.9% |
| All | +161.6% | +568.1% | -406.5% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling