+69.6%
IWM vs MSTR
+122.4%
-52.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +1.4% | -13.4% | +14.8% | +2.9% |
| 30D | +2.3% | -22.1% | +24.3% | +4.8% |
| 3M | -8.3% | +15.0% | -23.3% | -10.5% |
| 6M | -1.3% | -37.3% | +36.0% | +2.2% |
| YTD | +13.5% | -26.5% | +40.1% | +14.1% |
| 1Y | +18.4% | -46.5% | +64.9% | +22.8% |
| 3Y | +69.6% | +121.1% | -51.5% | +51.0% |
| All | +69.6% | +122.4% | -52.7% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling