+288.3%
IP vs MTCH
+14,607.1%
-14,318.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -5.3% | +0.7% | -5.9% | -5.4% |
| 30D | -10.9% | +9.7% | -20.6% | -12.0% |
| 3M | +11.2% | +21.1% | -9.9% | +8.1% |
| 6M | -10.2% | +37.5% | -47.7% | -14.3% |
| YTD | -2.0% | +31.9% | -33.9% | -6.1% |
| 1Y | -19.1% | +14.6% | -33.6% | -21.0% |
| 3Y | +20.9% | -6.2% | +27.0% | +19.2% |
| 5Y | -17.8% | -70.6% | +52.8% | -8.4% |
| 10Y | +23.5% | +185.6% | -162.1% | -5.4% |
| All | +288.3% | +14,607.1% | -14,318.8% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling