+323.2%
IBN vs MTCH
+208.0%
+115.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.7% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | -1.5% | +15.9% | -17.4% | -3.8% |
| 3M | +7.9% | +23.3% | -15.4% | +4.2% |
| 6M | +8.6% | +40.1% | -31.5% | +2.6% |
| YTD | -0.6% | +33.6% | -34.1% | -5.5% |
| 1Y | -7.3% | +14.1% | -21.4% | -9.9% |
| 3Y | +26.2% | +1.4% | +24.8% | +22.4% |
| 5Y | +57.8% | -73.1% | +131.0% | +84.2% |
| All | +323.2% | +208.0% | +115.1% | +233.0% |
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