+570.4%
MSTR vs IBB
+156.3%
+414.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -2.2% |
| 7D | -1.2% | -1.8% | +0.6% | +1.1% |
| 30D | -15.9% | +5.1% | -21.0% | -20.1% |
| 3M | +33.1% | +10.7% | +22.4% | +19.1% |
| 6M | -31.0% | +22.9% | -53.9% | -45.5% |
| YTD | -15.1% | +26.7% | -41.8% | -34.8% |
| 1Y | -45.6% | +35.1% | -80.8% | -61.3% |
| 3Y | +180.5% | +80.2% | +100.3% | +48.5% |
| 5Y | +61.7% | +37.8% | +23.8% | +17.3% |
| All | +570.4% | +156.3% | +414.1% | +281.7% |
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