+49.9%
MSTR vs IBB
+37.5%
+12.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -3.2% |
| 7D | -1.2% | -1.8% | +0.6% | +2.1% |
| 30D | -15.9% | +5.1% | -21.0% | -22.4% |
| 3M | +33.1% | +10.7% | +22.4% | +11.6% |
| 6M | -31.0% | +22.9% | -53.9% | -52.5% |
| YTD | -15.1% | +26.7% | -41.8% | -44.6% |
| 1Y | -45.6% | +35.1% | -80.8% | -68.7% |
| 3Y | +180.5% | +80.2% | +100.3% | -9.7% |
| All | +49.9% | +37.5% | +12.4% | -20.1% |
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