-47.4%
MSTR vs IWF
-3.4%
-44.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -8.8% |
| 7D | -4.0% | -1.0% | -2.9% | -2.2% |
| 30D | -18.6% | -10.1% | -8.5% | +3.8% |
| 3M | +25.6% | -7.6% | +33.2% | +52.2% |
| 6M | -33.1% | -6.7% | -26.3% | -20.0% |
| YTD | -17.3% | -2.5% | -14.8% | -11.7% |
| All | -47.4% | -3.4% | -44.1% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling