+356.3%
IGV vs MET
+248.0%
+108.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -5.4% | -2.5% | -2.9% | -4.5% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | +10.5% | +13.1% | -2.5% | +5.4% |
| 6M | +18.2% | +39.0% | -20.8% | +4.1% |
| YTD | -4.2% | +25.2% | -29.4% | -12.5% |
| 1Y | -9.8% | +25.6% | -35.5% | -17.9% |
| 3Y | +39.1% | +67.1% | -28.0% | +13.3% |
| 5Y | +21.2% | +85.1% | -63.9% | -5.5% |
| All | +356.3% | +248.0% | +108.3% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling