+198.1%
IWD vs MTCH
+208.0%
-9.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -1.0% |
| 30D | -0.8% | +15.9% | -16.7% | -3.1% |
| 3M | +6.9% | +23.3% | -16.3% | +3.4% |
| 6M | +18.3% | +40.1% | -21.9% | +12.0% |
| YTD | +22.4% | +33.6% | -11.2% | +16.4% |
| 1Y | +27.4% | +14.1% | +13.3% | +24.1% |
| 3Y | +71.2% | +1.4% | +69.7% | +66.2% |
| 5Y | +75.7% | -73.1% | +148.9% | +99.2% |
| All | +198.1% | +208.0% | -9.9% | +144.0% |
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