+554.5%
MSTR vs IWF
+391.9%
+162.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -7.2% |
| 7D | -4.0% | -1.0% | -2.9% | -2.5% |
| 30D | -18.6% | -10.1% | -8.5% | -3.4% |
| 3M | +25.6% | -7.6% | +33.2% | +44.5% |
| 6M | -33.1% | -6.7% | -26.3% | -23.6% |
| YTD | -17.3% | -2.5% | -14.8% | -9.9% |
| 1Y | -48.1% | -2.1% | -46.0% | -43.8% |
| 3Y | +154.2% | +68.6% | +85.6% | +34.4% |
| 5Y | +46.2% | +55.8% | -9.6% | -6.6% |
| 10Y | +554.5% | +383.3% | +171.3% | +54.0% |
| All | +554.5% | +391.9% | +162.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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