+9,974.9%
IRM vs MTCH
+2,182.8%
+7,792.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +1.9% |
| 30D | -4.2% | +10.4% | -14.6% | -5.6% |
| 3M | -5.4% | +21.0% | -26.4% | -8.2% |
| 6M | +12.0% | +36.6% | -24.6% | +6.8% |
| YTD | +42.0% | +29.7% | +12.4% | +36.1% |
| 1Y | +29.9% | +8.6% | +21.3% | +27.5% |
| 3Y | +104.4% | -2.7% | +107.1% | +99.9% |
| 5Y | +191.0% | -72.9% | +263.9% | +229.6% |
| 10Y | +417.1% | +185.0% | +232.1% | +286.3% |
| All | +9,974.9% | +2,182.8% | +7,792.1% | +5,111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling