+40.4%
IVZ vs MTCH
+142.9%
-102.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +6.8% | +6.7% | +0.1% | +4.9% |
| 30D | +3.5% | -1.8% | +5.4% | +3.8% |
| 3M | -10.0% | +12.2% | -22.3% | -13.2% |
| 6M | +4.5% | +16.6% | -12.2% | -0.5% |
| YTD | +12.6% | +31.8% | -19.3% | +3.6% |
| 1Y | +24.4% | +30.8% | -6.4% | +14.7% |
| 3Y | +150.6% | +49.6% | +100.9% | +119.6% |
| 5Y | +35.7% | -70.3% | +106.0% | +62.5% |
| All | +40.4% | +142.9% | -102.5% | +19.7% |
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 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