+83.3%
IEMG vs MET
+66.8%
+16.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +1.4% | +11.6% | -10.2% | -1.4% |
| 6M | +15.2% | +40.8% | -25.6% | +5.4% |
| YTD | +23.8% | +25.7% | -1.8% | +16.2% |
| 1Y | +30.7% | +24.4% | +6.3% | +22.7% |
| 3Y | +83.3% | +67.5% | +15.8% | +54.0% |
| All | +83.3% | +66.8% | +16.5% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling