+151.9%
IWM vs MSTR
+533.3%
-381.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.3% | -14.2% | +13.8% | +1.8% |
| 30D | +1.9% | -19.9% | +21.7% | +4.7% |
| 3M | -5.7% | +27.3% | -33.0% | -10.0% |
| 6M | -0.3% | -37.6% | +37.3% | +4.2% |
| YTD | +15.8% | -19.5% | +35.3% | +14.8% |
| 1Y | +17.1% | -47.1% | +64.2% | +22.9% |
| 3Y | +73.1% | +140.3% | -67.2% | +27.5% |
| 5Y | +25.9% | +49.5% | -23.6% | -11.0% |
| 10Y | +151.9% | +521.9% | -369.9% | -10.7% |
| All | +151.9% | +533.3% | -381.4% | -10.7% |
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