+363.6%
IGV vs MET
+197.3%
+166.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | +2.3% | +4.5% | -2.1% | +0.7% |
| 30D | -6.0% | +3.5% | -9.5% | -7.3% |
| 3M | -4.8% | +5.9% | -10.7% | -7.0% |
| 6M | +14.2% | +33.1% | -18.8% | +2.1% |
| YTD | -4.2% | +33.6% | -37.8% | -14.8% |
| 1Y | -5.3% | +32.7% | -38.0% | -15.6% |
| 3Y | +38.8% | +85.0% | -46.3% | +8.5% |
| 5Y | +14.2% | +85.6% | -71.4% | -11.5% |
| All | +363.6% | +197.3% | +166.3% | +179.3% |
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