+699.8%
MSTR vs IVZ
+61.6%
+638.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.1% |
| 7D | +9.3% | +1.1% | +8.2% | +8.9% |
| 30D | +36.5% | +3.1% | +33.4% | +34.6% |
| 3M | +7.3% | +18.2% | -10.8% | -2.0% |
| 6M | +2.2% | +38.6% | -36.4% | -14.6% |
| YTD | -10.2% | +25.9% | -36.1% | -20.5% |
| 1Y | -58.6% | +51.7% | -110.3% | -67.0% |
| 3Y | +283.2% | +138.7% | +144.5% | +135.9% |
| 5Y | +113.8% | +62.8% | +51.0% | +59.7% |
| All | +699.8% | +61.6% | +638.2% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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