+21.2%
IWM vs MTCH
+14.2%
+7.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | -4.6% | +15.9% | -20.4% | -7.7% |
| 3M | -0.3% | +23.3% | -23.6% | -5.5% |
| 6M | +14.7% | +40.1% | -25.4% | +4.6% |
| YTD | +17.8% | +33.6% | -15.7% | +9.1% |
| 1Y | +21.2% | +14.1% | +7.1% | +15.1% |
| All | +21.2% | +14.2% | +7.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling