+71.5%
IWM vs MSTR
+140.2%
-68.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.1% | +8.6% | +3.2% |
| 7D | +0.3% | -10.7% | +11.0% | +1.4% |
| 30D | +0.6% | -21.6% | +22.1% | +3.0% |
| 3M | -6.2% | +24.4% | -30.6% | -9.2% |
| 6M | -0.8% | -35.5% | +34.7% | +2.5% |
| YTD | +14.8% | -20.3% | +35.1% | +14.4% |
| 1Y | +16.1% | -49.3% | +65.5% | +21.2% |
| 3Y | +71.5% | +137.8% | -66.2% | +51.4% |
| All | +71.5% | +140.2% | -68.7% | +51.4% |
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