+48.3%
IEMG vs MTCH
-73.3%
+121.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +1.9% | +15.9% | -14.0% | -0.8% |
| 3M | +1.4% | +23.3% | -21.9% | -2.6% |
| 6M | +15.2% | +40.1% | -25.0% | +8.0% |
| YTD | +23.8% | +33.6% | -9.8% | +16.8% |
| 1Y | +30.7% | +14.1% | +16.6% | +26.6% |
| 3Y | +83.3% | +1.4% | +81.9% | +77.2% |
| All | +48.3% | -73.3% | +121.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling