+40.4%
MSTR vs IEF
-8.1%
+48.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.3% |
| 7D | -13.4% | -2.0% | -11.4% | -12.5% |
| 30D | -22.1% | +0.7% | -22.8% | -22.4% |
| 3M | +15.0% | -2.5% | +17.4% | +16.4% |
| 6M | -37.3% | -2.6% | -34.7% | -36.4% |
| YTD | -26.5% | -3.2% | -23.3% | -25.3% |
| 1Y | -46.5% | -3.0% | -43.4% | -45.6% |
| 3Y | +121.1% | +10.5% | +110.5% | +106.9% |
| All | +40.4% | -8.1% | +48.5% | +14.1% |
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