-84.4%
IRE vs MTCH
+30.9%
-115.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | -7.8% | +15.9% | -23.7% | -12.3% |
| 3M | -60.0% | +23.3% | -83.3% | -63.3% |
| 6M | -48.3% | +40.1% | -88.4% | -53.1% |
| YTD | -54.5% | +33.6% | -88.0% | -53.9% |
| All | -84.4% | +30.9% | -115.3% | -82.1% |
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