+260.1%
IP vs MTCH
+13,681.2%
-13,421.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -5.1% | -5.7% | +0.7% | -4.3% |
| 30D | +8.5% | -4.5% | +13.0% | +9.1% |
| 3M | -13.8% | +7.1% | -21.0% | -14.8% |
| 6M | +5.7% | +3.8% | +2.0% | +4.9% |
| YTD | -9.1% | +23.6% | -32.7% | -12.2% |
| 1Y | -0.8% | +22.2% | -23.1% | -4.1% |
| 3Y | +14.8% | +43.6% | -28.8% | +7.2% |
| 5Y | -11.5% | -74.6% | +63.1% | +0.8% |
| 10Y | +27.9% | +176.9% | -149.0% | -1.6% |
| All | +260.1% | +13,681.2% | -13,421.1% | +123.9% |
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