+29.1%
IYR vs MTCH
-0.9%
+30.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -1.4% | +1.3% | -2.6% | -1.6% |
| 30D | -2.7% | +15.9% | -18.5% | -5.0% |
| 3M | -2.1% | +23.3% | -25.4% | -5.6% |
| 6M | +3.6% | +40.1% | -36.6% | -2.3% |
| YTD | +8.1% | +33.6% | -25.5% | +2.6% |
| 1Y | +4.7% | +14.1% | -9.4% | +1.8% |
| 3Y | +29.1% | +1.4% | +27.7% | +26.6% |
| All | +29.1% | -0.9% | +30.0% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling