-95.4%
IRE vs MTCH
+19.4%
-114.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -14.0% | -14.6% |
| 7D | -31.8% | +6.7% | -38.5% | -28.9% |
| 30D | -71.8% | -1.8% | -69.9% | -71.5% |
| 3M | -88.9% | +12.2% | -101.1% | -88.6% |
| 6M | -95.4% | +16.6% | -112.0% | -95.1% |
| All | -95.4% | +19.4% | -114.7% | -95.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling