+2.3%
IP vs MTCH
+27.4%
-25.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.5% |
| 7D | +3.4% | -4.4% | +7.8% | +4.3% |
| 30D | +11.2% | -0.3% | +11.5% | +11.1% |
| 3M | -14.8% | -2.0% | -12.8% | -14.9% |
| 6M | +17.3% | +6.4% | +10.9% | +14.6% |
| YTD | -6.2% | +27.3% | -33.5% | -13.0% |
| 1Y | +2.3% | +30.3% | -28.0% | -6.6% |
| All | +2.3% | +27.4% | -25.1% | -6.6% |
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 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