+659.5%
MSTR vs IJH
+184.0%
+475.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.8% |
| 7D | -8.3% | -1.9% | -6.4% | -5.7% |
| 30D | +38.1% | -4.6% | +42.7% | +48.1% |
| 3M | +9.0% | -1.2% | +10.2% | +11.0% |
| 6M | -5.3% | +9.4% | -14.7% | -16.1% |
| YTD | -13.8% | +13.3% | -27.1% | -26.4% |
| 1Y | -59.8% | +13.4% | -73.2% | -65.5% |
| 3Y | +282.2% | +50.4% | +231.8% | +143.2% |
| 5Y | +112.8% | +49.0% | +63.8% | +55.1% |
| All | +659.5% | +184.0% | +475.4% | +250.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling