+63.4%
IVZ vs MTCH
+188.8%
-125.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +1.2% | -2.4% | +3.5% | +1.8% |
| 30D | +1.8% | +12.8% | -11.0% | -1.6% |
| 3M | +15.7% | +20.0% | -4.2% | +9.9% |
| 6M | +36.3% | +34.7% | +1.6% | +25.3% |
| YTD | +24.9% | +30.6% | -5.6% | +15.6% |
| 1Y | +48.9% | +10.9% | +38.0% | +43.7% |
| 3Y | +136.8% | -2.0% | +138.9% | +129.8% |
| 5Y | +60.0% | -72.6% | +132.6% | +94.6% |
| 10Y | +63.4% | +197.9% | -134.5% | +26.9% |
| All | +63.4% | +188.8% | -125.4% | +26.9% |
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