+1,252.0%
MSTR vs IVZ
+268.1%
+983.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +12.2% | +0.6% | +11.5% | +12.1% |
| 30D | +45.2% | +4.0% | +41.2% | +42.9% |
| 3M | +10.4% | +18.2% | -7.8% | +2.9% |
| 6M | -2.5% | +32.8% | -35.3% | -13.6% |
| YTD | -6.0% | +28.7% | -34.8% | -15.3% |
| 1Y | -56.4% | +55.4% | -111.8% | -63.9% |
| 3Y | +306.3% | +135.2% | +171.1% | +180.4% |
| 5Y | +100.5% | +64.2% | +36.3% | +68.3% |
| 10Y | +741.1% | +64.6% | +676.5% | +525.5% |
| All | +1,252.0% | +268.1% | +983.8% | +484.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling