+808.3%
IWM vs MSTR
+716.0%
+92.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.1% | +12.2% | -12.1% | -1.7% |
| 30D | -1.3% | +45.2% | -46.4% | -6.7% |
| 3M | +1.6% | +10.4% | -8.8% | -1.1% |
| 6M | +13.6% | -2.5% | +16.0% | +11.7% |
| YTD | +20.8% | -6.0% | +26.8% | +18.0% |
| 1Y | +26.4% | -56.4% | +82.8% | +36.2% |
| 3Y | +60.7% | +306.3% | -245.6% | +13.8% |
| 5Y | +38.2% | +100.5% | -62.3% | -2.4% |
| 10Y | +169.5% | +741.1% | -571.6% | +41.7% |
| All | +808.3% | +716.0% | +92.3% | +281.6% |
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