+677.4%
MSTR vs IWF
+412.6%
+264.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | +7.7% | +0.5% | +7.2% | +7.2% |
| 30D | +36.3% | -1.4% | +37.7% | +40.2% |
| 3M | +13.4% | +0.4% | +13.0% | +13.6% |
| 6M | -4.5% | +8.5% | -13.0% | -14.0% |
| YTD | -12.7% | +3.7% | -16.3% | -14.4% |
| 1Y | -59.6% | +8.5% | -68.1% | -62.8% |
| 3Y | +272.5% | +78.5% | +193.9% | +79.0% |
| 5Y | +107.1% | +73.6% | +33.5% | +14.9% |
| 10Y | +677.4% | +421.3% | +256.1% | +82.0% |
| All | +677.4% | +412.6% | +264.8% | +82.0% |
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