+10.6%
IOT vs MTCH
+27.4%
-16.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +1.8% |
| 7D | -0.5% | -4.4% | +3.9% | +1.5% |
| 30D | +1.0% | -0.3% | +1.3% | +0.9% |
| 3M | +10.9% | -2.0% | +12.9% | +10.7% |
| 6M | +39.9% | +6.4% | +33.5% | +31.2% |
| YTD | +20.8% | +27.3% | -6.6% | +0.1% |
| 1Y | +10.6% | +30.3% | -19.8% | -8.4% |
| All | +10.6% | +27.4% | -16.9% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling