+29,650.0%
MSTR vs IEF
+129.4%
+29,520.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -0.3% | +12.5% | +11.9% |
| 30D | +45.2% | -0.8% | +45.9% | +44.1% |
| 3M | +10.4% | -1.0% | +11.4% | +9.3% |
| 6M | -2.5% | -2.8% | +0.3% | -5.3% |
| YTD | -6.0% | -1.5% | -4.5% | -7.5% |
| 1Y | -56.4% | -0.4% | -56.0% | -56.7% |
| 3Y | +306.3% | +9.7% | +296.6% | +340.5% |
| 5Y | +100.5% | -8.3% | +108.8% | +71.2% |
| 10Y | +741.1% | +4.6% | +736.5% | +765.6% |
| All | +29,650.0% | +129.4% | +29,520.6% | +78,201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling