+55.4%
IVZ vs MTCH
+13.9%
+41.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | +0.6% | +0.7% | 0.0% | +0.3% |
| 30D | +4.0% | +9.7% | -5.7% | 0.0% |
| 3M | +18.2% | +21.1% | -2.9% | +8.3% |
| 6M | +32.8% | +37.5% | -4.7% | +13.5% |
| YTD | +28.7% | +31.9% | -3.2% | +12.3% |
| 1Y | +55.4% | +14.6% | +40.8% | +39.0% |
| All | +55.4% | +13.9% | +41.5% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling