+14.2%
IGV vs MET
+32.5%
-18.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | +2.3% | +4.5% | -2.1% | +1.6% |
| 30D | -6.0% | +3.5% | -9.5% | -6.5% |
| 3M | -4.8% | +5.9% | -10.7% | -5.5% |
| 6M | +14.2% | +33.1% | -18.8% | +12.4% |
| All | +14.2% | +32.5% | -18.3% | +12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling