+62.8%
IVZ vs MTCH
-73.0%
+135.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +1.1% | -1.8% | +2.9% | +1.8% |
| 30D | +3.1% | +10.4% | -7.3% | -0.7% |
| 3M | +18.2% | +21.0% | -2.8% | +9.6% |
| 6M | +38.6% | +36.6% | +2.0% | +22.7% |
| YTD | +25.9% | +29.7% | -3.8% | +13.4% |
| 1Y | +51.7% | +8.6% | +43.1% | +45.3% |
| 3Y | +138.7% | -2.7% | +141.4% | +128.8% |
| 5Y | +62.8% | -72.9% | +135.7% | +108.3% |
| All | +62.8% | -73.0% | +135.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling