+117.6%
IBB vs MTCH
+208.0%
-90.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | -4.2% | +1.3% | -5.5% | -4.5% |
| 30D | +1.1% | +15.9% | -14.8% | -1.8% |
| 3M | +19.0% | +23.3% | -4.2% | +13.9% |
| 6M | +18.9% | +40.1% | -21.3% | +10.8% |
| YTD | +20.3% | +33.6% | -13.2% | +12.9% |
| 1Y | +41.5% | +14.1% | +27.4% | +36.7% |
| 3Y | +60.3% | +1.4% | +58.8% | +54.4% |
| 5Y | +18.7% | -73.1% | +91.8% | +41.6% |
| All | +117.6% | +208.0% | -90.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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