+39.1%
IWM vs MSTR
+104.3%
-65.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.1% | +12.2% | -12.1% | -1.6% |
| 30D | -1.3% | +45.2% | -46.4% | -6.5% |
| 3M | +1.6% | +10.4% | -8.8% | -0.9% |
| 6M | +13.6% | -2.5% | +16.0% | +11.9% |
| YTD | +20.8% | -6.0% | +26.8% | +18.2% |
| 1Y | +26.4% | -56.4% | +82.8% | +36.3% |
| 3Y | +60.7% | +306.3% | -245.6% | +10.9% |
| All | +39.1% | +104.3% | -65.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling