+1.4%
MTCH vs IAG
+804.5%
-803.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +1.3% | -1.1% | +2.3% | +1.3% |
| 30D | +15.9% | +12.1% | +3.8% | +15.0% |
| 3M | +23.3% | +25.5% | -2.3% | +21.2% |
| 6M | +40.1% | -7.1% | +47.2% | +40.1% |
| YTD | +33.6% | +22.9% | +10.7% | +30.3% |
| 1Y | +14.1% | +83.3% | -69.3% | +7.3% |
| 3Y | +1.4% | +808.5% | -807.1% | -24.5% |
| All | +1.4% | +804.5% | -803.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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