+1,428.5%
IBKR vs MET
+176.4%
+1,252.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | -1.3% | -0.5% | -0.9% | -1.1% |
| 30D | -0.2% | +0.5% | -0.7% | -0.5% |
| 3M | +3.0% | +11.6% | -8.7% | -2.2% |
| 6M | +33.9% | +40.8% | -6.9% | +15.3% |
| YTD | +42.5% | +25.7% | +16.8% | +28.8% |
| 1Y | +44.9% | +24.4% | +20.5% | +31.3% |
| 3Y | +293.0% | +67.5% | +225.5% | +214.6% |
| 5Y | +497.7% | +85.8% | +411.8% | +358.1% |
| 10Y | +1,004.4% | +246.8% | +757.6% | +537.0% |
| All | +1,428.5% | +176.4% | +1,252.2% | +612.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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