+434.2%
IRM vs MTCH
+208.0%
+226.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -7.4% | +15.9% | -23.3% | -9.3% |
| 3M | -7.4% | +23.3% | -30.6% | -10.2% |
| 6M | +8.7% | +40.1% | -31.5% | +3.5% |
| YTD | +40.9% | +33.6% | +7.4% | +34.9% |
| 1Y | +20.5% | +14.1% | +6.4% | +17.6% |
| 3Y | +101.7% | +1.4% | +100.3% | +96.1% |
| 5Y | +197.7% | -73.1% | +270.8% | +225.5% |
| All | +434.2% | +208.0% | +226.2% | +311.0% |
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