+763.7%
IVV vs MTCH
+740.3%
+23.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.3% | +6.7% | -3.4% | +1.9% |
| 30D | -2.7% | -1.4% | -1.3% | -2.6% |
| 3M | -1.7% | +14.8% | -16.5% | -5.0% |
| 6M | +3.2% | +19.4% | -16.2% | -1.5% |
| YTD | +12.0% | +32.3% | -20.3% | +4.0% |
| 1Y | +12.1% | +29.5% | -17.4% | +4.6% |
| 3Y | +78.6% | +47.2% | +31.4% | +57.4% |
| 5Y | +73.8% | -70.2% | +144.1% | +109.6% |
| 10Y | +312.1% | +156.0% | +156.2% | +162.8% |
| All | +763.7% | +740.3% | +23.4% | +227.7% |
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