+808.3%
IWM vs MTCH
+768.0%
+40.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -1.3% | +9.7% | -11.0% | -3.9% |
| 3M | +1.6% | +21.1% | -19.5% | -4.1% |
| 6M | +13.6% | +37.5% | -23.9% | +3.3% |
| YTD | +20.8% | +31.9% | -11.2% | +10.7% |
| 1Y | +26.4% | +14.6% | +11.9% | +20.3% |
| 3Y | +60.7% | -6.2% | +66.8% | +56.5% |
| 5Y | +38.2% | -70.6% | +108.8% | +75.0% |
| 10Y | +169.5% | +185.6% | -16.1% | +51.8% |
| All | +808.3% | +768.0% | +40.3% | +184.4% |
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