-58.6%
MSTR vs IOVA
+250.8%
-309.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | +9.3% | +5.1% | +4.2% | +8.6% |
| 30D | +36.5% | +37.2% | -0.7% | +30.8% |
| 3M | +7.3% | +117.5% | -110.2% | -4.6% |
| 6M | +2.2% | +69.6% | -67.4% | -7.0% |
| YTD | -10.2% | +218.7% | -228.8% | -27.9% |
| 1Y | -58.6% | +265.5% | -324.2% | -64.6% |
| All | -58.6% | +250.8% | -309.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IOVA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling