+696.1%
MSTR vs IWF
+727.1%
-31.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +0.5% | +11.6% | +11.7% |
| 30D | +45.2% | -0.4% | +45.6% | +46.9% |
| 3M | +10.4% | -2.6% | +13.0% | +15.9% |
| 6M | -2.5% | +9.1% | -11.6% | -12.1% |
| YTD | -6.0% | +4.5% | -10.5% | -8.6% |
| 1Y | -56.4% | +10.1% | -66.5% | -60.4% |
| 3Y | +306.3% | +77.6% | +228.6% | +104.3% |
| 5Y | +100.5% | +73.7% | +26.8% | +25.3% |
| 10Y | +741.1% | +411.5% | +329.5% | +22.0% |
| All | +696.1% | +727.1% | -31.0% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling