+290.7%
MTCH vs IAG
+378.9%
-88.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.5% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | +12.8% | +11.4% | +1.3% | +11.8% |
| 3M | +20.0% | +33.0% | -13.1% | +17.2% |
| 6M | +34.7% | -6.0% | +40.7% | +34.3% |
| YTD | +30.6% | +24.6% | +6.0% | +27.0% |
| 1Y | +10.9% | +105.0% | -94.0% | +3.8% |
| 3Y | -2.0% | +837.9% | -839.9% | -19.8% |
| 5Y | -72.6% | +817.0% | -889.6% | -78.1% |
| 10Y | +197.9% | +425.3% | -227.4% | +138.0% |
| All | +290.7% | +378.9% | -88.1% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling