-82.0%
IRE vs MTCH
+27.0%
-109.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.7% | +11.9% | +10.6% |
| 7D | +58.9% | -1.8% | +60.7% | +59.4% |
| 30D | +17.2% | +10.4% | +6.7% | +13.0% |
| 3M | -58.6% | +21.0% | -79.6% | -62.1% |
| 6M | -23.5% | +36.6% | -60.1% | -30.2% |
| YTD | -47.4% | +29.7% | -77.1% | -46.5% |
| All | -82.0% | +27.0% | -109.0% | -79.3% |
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