+945.1%
IGV vs MTCH
+513.5%
+431.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.5% | -2.4% | +0.8% | -0.7% |
| 30D | -3.0% | +12.8% | -15.8% | -7.0% |
| 3M | +9.6% | +20.0% | -10.4% | +2.8% |
| 6M | +16.1% | +34.7% | -18.6% | +4.7% |
| YTD | -3.6% | +30.6% | -34.2% | -12.3% |
| 1Y | -7.8% | +10.9% | -18.8% | -11.8% |
| 3Y | +40.0% | -2.0% | +42.0% | +33.2% |
| 5Y | +21.2% | -72.6% | +93.9% | +67.6% |
| 10Y | +364.4% | +197.9% | +166.5% | +139.8% |
| All | +945.1% | +513.5% | +431.5% | +223.4% |
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