+123.1%
IBB vs MTCH
+142.9%
-19.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -0.5% | +6.7% | -7.2% | -1.8% |
| 30D | +4.6% | -1.8% | +6.4% | +4.7% |
| 3M | +6.8% | +12.2% | -5.4% | +4.1% |
| 6M | +23.1% | +16.6% | +6.5% | +18.8% |
| YTD | +26.0% | +31.8% | -5.8% | +18.3% |
| 1Y | +30.4% | +30.8% | -0.5% | +22.5% |
| 3Y | +85.4% | +49.6% | +35.8% | +66.0% |
| 5Y | +39.7% | -70.3% | +110.1% | +63.6% |
| All | +123.1% | +142.9% | -19.8% | +72.7% |
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