+9.6%
IGV vs MTCH
+21.1%
-11.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-09 to 2026-09-09.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.5% | -2.4% | +0.8% | -0.9% |
| 30D | -3.0% | +12.8% | -15.8% | -7.9% |
| 3M | +9.6% | +20.0% | -10.4% | -0.1% |
| All | +9.6% | +21.1% | -11.5% | -0.1% |
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 2026-06-09 to 2026-09-09: 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…
2026-06-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling