+46.2%
MSTR vs IBB
+41.1%
+5.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -7.2% |
| 7D | -4.0% | +2.7% | -6.7% | -8.1% |
| 30D | -18.6% | +6.3% | -25.0% | -26.5% |
| 3M | +25.6% | +11.1% | +14.5% | +4.5% |
| 6M | -33.1% | +29.2% | -62.3% | -57.9% |
| YTD | -17.3% | +30.2% | -47.6% | -48.6% |
| 1Y | -48.1% | +39.5% | -87.6% | -71.7% |
| 3Y | +154.2% | +92.3% | +61.9% | -27.8% |
| 5Y | +46.2% | +43.0% | +3.2% | -26.4% |
| All | +46.2% | +41.1% | +5.1% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling