+38.9%
IGV vs MET
+64.3%
-25.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.5% | -0.8% | -0.8% | -1.2% |
| 30D | -3.0% | -1.4% | -1.6% | -2.5% |
| 3M | +9.6% | +12.5% | -2.9% | +3.8% |
| 6M | +16.1% | +37.1% | -21.0% | +0.4% |
| YTD | -3.6% | +23.8% | -27.4% | -13.0% |
| 1Y | -7.8% | +24.1% | -32.0% | -17.2% |
| All | +38.9% | +64.3% | -25.4% | +10.5% |
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