+21.2%
IP vs MTCH
+47.1%
-25.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -0.3% | +6.7% | -7.0% | -1.7% |
| 30D | +7.9% | -1.8% | +9.7% | +8.2% |
| 3M | -15.3% | +12.2% | -27.5% | -17.7% |
| 6M | +10.5% | +16.6% | -6.1% | +6.3% |
| YTD | -9.4% | +31.8% | -41.2% | -15.6% |
| 1Y | -4.6% | +30.8% | -35.5% | -11.0% |
| 3Y | +21.2% | +49.6% | -28.4% | +3.6% |
| All | +21.2% | +47.1% | -25.8% | +3.6% |
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 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