+54.2%
IONS vs MTCH
-72.5%
+126.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -4.3% | -1.4% | -2.8% | -4.0% |
| 30D | +0.4% | +13.6% | -13.2% | -2.0% |
| 3M | -24.1% | +22.4% | -46.5% | -27.2% |
| 6M | -26.4% | +37.2% | -63.6% | -31.0% |
| YTD | -29.7% | +31.8% | -61.4% | -33.7% |
| 1Y | -13.0% | +12.9% | -25.9% | -15.7% |
| 3Y | +35.0% | -1.1% | +36.2% | +30.8% |
| 5Y | +54.2% | -73.5% | +127.7% | +103.6% |
| All | +54.2% | -72.5% | +126.7% | +103.6% |
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