+20.0%
IWM vs MSTR
+53.1%
-33.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -8.0% | +33.1% | -41.1% | -12.4% |
| 6M | -4.1% | -31.0% | +26.9% | -1.3% |
| YTD | +11.9% | -15.1% | +27.1% | +10.4% |
| 1Y | +15.0% | -45.6% | +60.7% | +20.0% |
| 3Y | +64.2% | +180.5% | -116.3% | +19.8% |
| All | +20.0% | +53.1% | -33.1% | -13.0% |
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 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