+155.4%
IWM vs MSTR
+524.4%
-369.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.1% | +8.6% | +3.4% |
| 7D | +0.3% | -10.7% | +11.0% | +1.8% |
| 30D | +0.6% | -21.6% | +22.1% | +3.7% |
| 3M | -6.2% | +24.4% | -30.6% | -10.2% |
| 6M | -0.8% | -35.5% | +34.7% | +3.2% |
| YTD | +14.8% | -20.3% | +35.1% | +14.0% |
| 1Y | +16.1% | -49.3% | +65.5% | +22.6% |
| 3Y | +71.5% | +137.8% | -66.2% | +26.5% |
| 5Y | +25.8% | +48.3% | -22.6% | -11.0% |
| 10Y | +155.4% | +526.8% | -371.4% | -10.0% |
| All | +155.4% | +524.4% | -369.0% | -10.0% |
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 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