+689.7%
IYR vs MTCH
+636.5%
+53.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.4% | +1.3% | -2.6% | -1.6% |
| 30D | -2.7% | +15.9% | -18.5% | -5.4% |
| 3M | -2.1% | +23.3% | -25.4% | -6.2% |
| 6M | +3.6% | +40.1% | -36.6% | -3.4% |
| YTD | +8.1% | +33.6% | -25.5% | +1.6% |
| 1Y | +4.7% | +14.1% | -9.4% | +1.2% |
| 3Y | +29.1% | +1.4% | +27.7% | +24.4% |
| 5Y | +6.9% | -73.1% | +80.1% | +27.2% |
| 10Y | +69.0% | +204.8% | -135.8% | +10.4% |
| All | +689.7% | +636.5% | +53.2% | +278.2% |
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