+313.6%
IVV vs MTCH
+203.9%
+109.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -1.6% | +13.6% | -15.3% | -4.0% |
| 3M | +4.8% | +22.4% | -17.6% | +0.7% |
| 6M | +12.6% | +37.2% | -24.6% | +5.8% |
| YTD | +11.8% | +31.8% | -20.0% | +5.6% |
| 1Y | +17.6% | +12.9% | +4.7% | +14.0% |
| 3Y | +77.0% | -1.1% | +78.1% | +71.7% |
| 5Y | +82.6% | -73.5% | +156.1% | +115.1% |
| All | +313.6% | +203.9% | +109.8% | +230.1% |
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 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