+1,131.0%
IJR vs MTCH
+779.0%
+352.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.2% |
| 7D | -2.2% | +1.3% | -3.4% | -2.5% |
| 30D | -4.6% | +15.9% | -20.5% | -8.2% |
| 3M | +0.2% | +23.3% | -23.0% | -5.4% |
| 6M | +14.7% | +40.1% | -25.4% | +4.6% |
| YTD | +18.9% | +33.6% | -14.7% | +9.4% |
| 1Y | +19.9% | +14.1% | +5.9% | +14.7% |
| 3Y | +53.0% | +1.4% | +51.6% | +46.5% |
| 5Y | +40.9% | -73.1% | +114.0% | +78.9% |
| 10Y | +171.1% | +204.8% | -33.7% | +54.1% |
| All | +1,131.0% | +779.0% | +352.1% | +317.6% |
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 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