+719.8%
IWD vs MTCH
+753.2%
-33.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -0.8% | +10.4% | -11.2% | -2.8% |
| 3M | +8.0% | +21.0% | -13.0% | +3.7% |
| 6M | +18.2% | +36.6% | -18.4% | +10.5% |
| YTD | +22.3% | +29.7% | -7.3% | +15.3% |
| 1Y | +28.9% | +8.6% | +20.3% | +25.6% |
| 3Y | +71.5% | -2.7% | +74.2% | +66.4% |
| 5Y | +73.6% | -72.9% | +146.5% | +107.9% |
| 10Y | +194.7% | +185.0% | +9.7% | +87.3% |
| All | +719.8% | +753.2% | -33.5% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling