-42.3%
MSTR vs IEF
-1.9%
-40.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.5% | +4.2% |
| 7D | -1.8% | +0.9% | -2.7% | -3.4% |
| 30D | -13.3% | +3.1% | -16.4% | -18.8% |
| 3M | +46.0% | -1.4% | +47.3% | +51.7% |
| 6M | -22.4% | -1.6% | -20.9% | -18.9% |
| YTD | -6.2% | -2.1% | -4.1% | -1.2% |
| 1Y | -42.3% | -2.0% | -40.3% | -39.2% |
| All | -42.3% | -1.9% | -40.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling