+196.5%
IRM vs MTCH
-73.3%
+269.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | -7.4% | +15.9% | -23.3% | -9.9% |
| 3M | -7.4% | +23.3% | -30.6% | -11.1% |
| 6M | +8.7% | +40.1% | -31.5% | +1.8% |
| YTD | +40.9% | +33.6% | +7.4% | +32.8% |
| 1Y | +20.5% | +14.1% | +6.4% | +16.6% |
| 3Y | +101.7% | +1.4% | +100.3% | +94.2% |
| All | +196.5% | -73.3% | +269.8% | +235.0% |
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 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