+731.6%
MSTR vs IBB
+129.6%
+602.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | +12.2% | +1.4% | +10.7% | +10.3% |
| 30D | +45.2% | +10.5% | +34.7% | +30.2% |
| 3M | +10.4% | +23.6% | -13.3% | -13.3% |
| 6M | -2.5% | +22.6% | -25.1% | -22.4% |
| YTD | -6.0% | +25.7% | -31.7% | -26.9% |
| 1Y | -56.4% | +51.4% | -107.8% | -72.4% |
| 3Y | +306.3% | +64.4% | +241.9% | +140.0% |
| 5Y | +100.5% | +22.1% | +78.3% | +58.4% |
| All | +731.6% | +129.6% | +602.0% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling