+733.6%
IWM vs MSTR
+638.9%
+94.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.3% | +4.7% | -3.3% |
| 7D | -4.6% | -8.7% | +4.1% | -3.5% |
| 30D | -3.7% | -21.4% | +17.7% | -0.8% |
| 3M | -9.4% | +31.4% | -40.8% | -13.7% |
| 6M | -3.6% | -30.8% | +27.2% | -0.9% |
| YTD | +10.8% | -14.9% | +25.7% | +9.1% |
| 1Y | +11.9% | -49.3% | +61.2% | +17.8% |
| 3Y | +60.6% | +184.8% | -124.3% | +19.1% |
| 5Y | +19.2% | +62.1% | -42.9% | -13.6% |
| 10Y | +165.3% | +580.0% | -414.6% | +42.8% |
| All | +733.6% | +638.9% | +94.8% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling