+23.9%
IBN vs MTCH
-2.2%
+26.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.5% | -1.4% | -4.0% | -5.3% |
| 30D | -3.4% | +13.6% | -17.1% | -4.8% |
| 3M | +8.7% | +22.4% | -13.7% | +6.2% |
| 6M | +3.7% | +37.2% | -33.5% | 0.0% |
| YTD | -2.4% | +31.8% | -34.2% | -5.6% |
| 1Y | -8.1% | +12.9% | -21.0% | -9.8% |
| All | +23.9% | -2.2% | +26.1% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling