+23.9%
IP vs MTCH
-5.4%
+29.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | -5.3% | +0.7% | -5.9% | -5.4% |
| 30D | -10.9% | +9.7% | -20.6% | -12.6% |
| 3M | +11.2% | +21.1% | -9.9% | +6.7% |
| 6M | -10.2% | +37.5% | -47.7% | -16.1% |
| YTD | -2.0% | +31.9% | -33.9% | -8.0% |
| 1Y | -19.1% | +14.6% | -33.6% | -22.0% |
| All | +23.9% | -5.4% | +29.3% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling