+44.6%
IVZ vs MTCH
+144.3%
-99.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.6% |
| 7D | +2.2% | +3.7% | -1.6% | +1.2% |
| 30D | -2.2% | -2.8% | +0.6% | -1.6% |
| 3M | -8.4% | +9.3% | -17.7% | -10.9% |
| 6M | +6.2% | +9.2% | -3.0% | +3.0% |
| YTD | +12.4% | +26.5% | -14.1% | +4.6% |
| 1Y | +26.0% | +22.6% | +3.4% | +18.3% |
| 3Y | +147.9% | +40.8% | +107.1% | +120.8% |
| 5Y | +38.8% | -72.9% | +111.6% | +69.5% |
| 10Y | +44.6% | +152.4% | -107.9% | +25.9% |
| All | +44.6% | +144.3% | -99.7% | +25.9% |
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