+15.0%
IWM vs MSTR
-48.9%
+63.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.1% |
| 3M | -8.0% | +33.1% | -41.1% | -11.4% |
| 6M | -4.1% | -31.0% | +26.9% | -0.2% |
| YTD | +11.9% | -15.1% | +27.1% | +10.8% |
| 1Y | +15.0% | -45.6% | +60.7% | +19.9% |
| All | +15.0% | -48.9% | +63.9% | +19.9% |
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