+776.1%
IVV vs MTCH
+737.7%
+38.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | +9.7% | -9.7% | -2.1% |
| 3M | +2.0% | +21.1% | -19.1% | -2.6% |
| 6M | +13.0% | +37.5% | -24.4% | +4.7% |
| YTD | +13.6% | +31.9% | -18.3% | +5.9% |
| 1Y | +20.1% | +14.6% | +5.5% | +15.3% |
| 3Y | +77.6% | -6.2% | +83.8% | +72.9% |
| 5Y | +82.5% | -70.6% | +153.1% | +120.1% |
| 10Y | +316.5% | +185.6% | +130.9% | +157.7% |
| All | +776.1% | +737.7% | +38.4% | +233.6% |
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