+55.4%
IOT vs MTCH
-64.2%
+119.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.9% |
| 7D | -4.5% | +1.3% | -5.8% | -5.2% |
| 30D | -2.4% | +15.9% | -18.3% | -10.1% |
| 3M | +19.0% | +23.3% | -4.3% | +5.7% |
| 6M | +19.6% | +40.1% | -20.5% | -1.0% |
| YTD | +8.3% | +33.6% | -25.3% | -8.3% |
| 1Y | -0.8% | +14.1% | -14.9% | -8.7% |
| 3Y | +24.4% | +1.4% | +23.0% | +15.2% |
| All | +55.4% | -64.2% | +119.6% | +246.0% |
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 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