+82.2%
IVV vs MTCH
-73.0%
+155.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.5% | -1.8% | +2.3% | +0.9% |
| 30D | -1.0% | +10.4% | -11.4% | -3.0% |
| 3M | +3.9% | +21.0% | -17.1% | -0.3% |
| 6M | +14.5% | +36.6% | -22.1% | +7.1% |
| YTD | +12.9% | +29.7% | -16.8% | +6.4% |
| 1Y | +19.4% | +8.6% | +10.8% | +16.4% |
| 3Y | +78.8% | -2.7% | +81.5% | +73.8% |
| 5Y | +82.2% | -72.9% | +155.1% | +117.0% |
| All | +82.2% | -73.0% | +155.2% | +117.0% |
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