-97.3%
IRE vs MTCH
+29.2%
-126.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.2% | +7.9% | +12.5% |
| 7D | -15.1% | +3.5% | -18.7% | -14.9% |
| 30D | -71.4% | +0.3% | -71.6% | -71.3% |
| 3M | -81.2% | +13.7% | -94.8% | -82.0% |
| 6M | -93.7% | +17.6% | -111.3% | -94.2% |
| YTD | -92.2% | +31.8% | -124.1% | -92.1% |
| 1Y | -97.3% | +29.2% | -126.5% | -97.0% |
| All | -97.3% | +29.2% | -126.5% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling