+40.4%
MSTR vs IJH
+36.2%
+4.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.2% |
| 7D | -13.4% | +2.3% | -15.7% | -18.0% |
| 30D | -22.1% | +2.1% | -24.1% | -25.3% |
| 3M | +15.0% | -5.7% | +20.6% | +32.1% |
| 6M | -37.3% | +1.4% | -38.7% | -39.1% |
| YTD | -26.5% | +12.6% | -39.2% | -42.6% |
| 1Y | -46.5% | +16.1% | -62.6% | -61.3% |
| 3Y | +121.1% | +57.8% | +63.3% | -16.2% |
| All | +40.4% | +36.2% | +4.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling