+38.3%
IEMG vs MTCH
+13.9%
+24.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +2.2% | +0.7% | +1.6% | +2.1% |
| 30D | +4.6% | +9.7% | -5.1% | +3.1% |
| 3M | +0.4% | +21.1% | -20.7% | -3.3% |
| 6M | +16.4% | +37.5% | -21.1% | +9.7% |
| YTD | +25.4% | +31.9% | -6.5% | +19.2% |
| 1Y | +38.3% | +14.6% | +23.7% | +32.1% |
| All | +38.3% | +13.9% | +24.4% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling