+25,122.9%
MSTR vs IEF
+127.0%
+24,995.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -4.3% |
| 7D | -10.7% | -0.2% | -10.6% | -10.9% |
| 30D | -21.6% | +1.8% | -23.4% | -20.3% |
| 3M | +24.4% | -1.2% | +25.6% | +23.1% |
| 6M | -35.5% | -2.5% | -33.0% | -37.0% |
| YTD | -20.3% | -2.5% | -17.8% | -22.3% |
| 1Y | -49.3% | -2.3% | -47.0% | -50.5% |
| 3Y | +137.8% | +11.3% | +126.5% | +161.8% |
| 5Y | +48.3% | -7.6% | +55.9% | +28.6% |
| 10Y | +526.8% | +7.3% | +519.5% | +572.1% |
| All | +25,122.9% | +127.0% | +24,995.9% | +65,738.9% |
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