+12.2%
IOT vs MTCH
+13.9%
-1.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +4.5% |
| 7D | -2.3% | +0.7% | -3.0% | -2.9% |
| 30D | +3.8% | +9.7% | -5.9% | -2.7% |
| 3M | +14.2% | +21.1% | -6.9% | -1.3% |
| 6M | +40.1% | +37.5% | +2.6% | +8.3% |
| YTD | +13.4% | +31.9% | -18.5% | -8.6% |
| 1Y | +12.2% | +14.6% | -2.4% | +4.0% |
| All | +12.2% | +13.9% | -1.7% | +4.0% |
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