+126.6%
MSTR vs IEF
+11.1%
+115.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -11.5% | -1.9% | -9.6% | -11.4% |
| 30D | -24.8% | +1.1% | -25.9% | -24.9% |
| 3M | +20.6% | -1.9% | +22.6% | +20.8% |
| 6M | -38.0% | -2.4% | -35.6% | -37.9% |
| YTD | -24.7% | -3.0% | -21.7% | -24.8% |
| 1Y | -49.1% | -3.1% | -45.9% | -49.2% |
| All | +126.6% | +11.1% | +115.5% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling