+1,436.5%
IBN vs MTCH
+604.3%
+832.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -5.1% | -2.4% | -2.7% | -4.5% |
| 30D | -3.5% | +12.8% | -16.3% | -6.5% |
| 3M | +11.3% | +20.0% | -8.7% | +5.8% |
| 6M | +4.4% | +34.7% | -30.3% | -3.8% |
| YTD | -1.8% | +30.6% | -32.4% | -9.2% |
| 1Y | -8.0% | +10.9% | -18.9% | -11.5% |
| 3Y | +27.1% | -2.0% | +29.1% | +21.3% |
| 5Y | +54.5% | -72.6% | +127.1% | +95.9% |
| 10Y | +314.2% | +197.9% | +116.4% | +114.2% |
| All | +1,436.5% | +604.3% | +832.2% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling