+310.3%
IVV vs MTCH
+142.9%
+167.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +2.6% | +6.7% | -4.1% | +1.4% |
| 30D | -2.0% | -1.8% | -0.2% | -1.9% |
| 3M | -2.8% | +12.2% | -15.0% | -5.1% |
| 6M | +2.2% | +16.6% | -14.4% | -1.2% |
| YTD | +11.5% | +31.8% | -20.3% | +5.0% |
| 1Y | +13.5% | +30.8% | -17.3% | +7.0% |
| 3Y | +78.1% | +49.6% | +28.5% | +60.2% |
| 5Y | +73.1% | -70.3% | +143.5% | +100.5% |
| All | +310.3% | +142.9% | +167.4% | +242.3% |
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