+121.1%
MSTR vs IWF
+65.9%
+55.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -0.2% |
| 7D | -13.4% | +2.8% | -16.2% | -18.3% |
| 30D | -22.1% | -7.5% | -14.5% | -8.7% |
| 3M | +15.0% | -8.5% | +23.4% | +39.2% |
| 6M | -37.3% | -7.4% | -29.9% | -25.4% |
| YTD | -26.5% | -2.6% | -23.9% | -19.0% |
| 1Y | -46.5% | -1.8% | -44.6% | -42.0% |
| 3Y | +121.1% | +65.5% | +55.6% | +47.0% |
| All | +121.1% | +65.9% | +55.2% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling