+113.8%
MSTR vs IEF
-8.2%
+122.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +9.3% | +0.1% | +9.3% | +9.3% |
| 30D | +36.5% | -0.7% | +37.2% | +37.0% |
| 3M | +7.3% | -0.4% | +7.8% | +7.6% |
| 6M | +2.2% | -2.5% | +4.7% | +3.4% |
| YTD | -10.2% | -1.6% | -8.6% | -9.4% |
| 1Y | -58.6% | -1.3% | -57.3% | -58.3% |
| 3Y | +283.2% | +10.1% | +273.1% | +262.3% |
| 5Y | +113.8% | -8.3% | +122.1% | +79.5% |
| All | +113.8% | -8.2% | +122.0% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling