+26.8%
IP vs MTCH
+168.0%
-141.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | -3.0% | -6.6% | +3.6% | -2.1% |
| 30D | +10.6% | -4.4% | +15.0% | +11.3% |
| 3M | -13.6% | +6.0% | -19.6% | -14.4% |
| 6M | +10.4% | +7.4% | +3.0% | +9.0% |
| YTD | -6.5% | +24.5% | -31.0% | -9.9% |
| 1Y | -2.1% | +22.3% | -24.4% | -5.4% |
| 3Y | +22.0% | +42.4% | -20.4% | +13.9% |
| 5Y | -9.7% | -73.6% | +63.8% | -0.6% |
| 10Y | +26.8% | +148.4% | -121.6% | +9.7% |
| All | +26.8% | +168.0% | -141.1% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling