+37.3%
IVZ vs MTCH
-73.8%
+111.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | +4.1% | -6.6% | +10.7% | +6.6% |
| 30D | -2.0% | -4.4% | +2.3% | -0.7% |
| 3M | -7.8% | +6.0% | -13.8% | -10.4% |
| 6M | +6.3% | +7.4% | -1.1% | +2.3% |
| YTD | +12.6% | +24.5% | -11.9% | +2.1% |
| 1Y | +27.6% | +22.3% | +5.4% | +16.7% |
| 3Y | +154.0% | +42.4% | +111.6% | +112.6% |
| 5Y | +37.3% | -73.6% | +110.9% | +107.3% |
| All | +37.3% | -73.8% | +111.1% | +107.3% |
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