+80.6%
IONS vs MTCH
+208.0%
-127.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -6.7% | +1.3% | -7.9% | -6.9% |
| 30D | -4.1% | +15.9% | -20.0% | -7.1% |
| 3M | -26.6% | +23.3% | -49.8% | -30.0% |
| 6M | -27.5% | +40.1% | -67.7% | -33.0% |
| YTD | -31.5% | +33.6% | -65.1% | -36.2% |
| 1Y | -15.3% | +14.1% | -29.4% | -18.6% |
| 3Y | +31.3% | +1.4% | +29.9% | +25.6% |
| 5Y | +50.2% | -73.1% | +123.3% | +87.4% |
| All | +80.6% | +208.0% | -127.4% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling