+23.7%
IP vs MTCH
+144.3%
-120.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.4% |
| 7D | 0.0% | +3.7% | -3.7% | -0.5% |
| 30D | +9.4% | -2.8% | +12.2% | +9.7% |
| 3M | -14.1% | +9.3% | -23.3% | -15.3% |
| 6M | +9.2% | +9.2% | 0.0% | +7.5% |
| YTD | -7.5% | +26.5% | -34.0% | -11.1% |
| 1Y | -2.8% | +22.6% | -25.4% | -6.1% |
| 3Y | +21.2% | +40.8% | -19.5% | +13.3% |
| 5Y | -11.5% | -72.9% | +61.4% | -2.8% |
| 10Y | +23.7% | +152.4% | -128.8% | +6.6% |
| All | +23.7% | +144.3% | -120.6% | +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 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