+941.2%
IGV vs MET
+573.8%
+367.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | +2.5% | +2.1% | +0.3% | +1.8% |
| 30D | -8.6% | +1.8% | -10.4% | -9.2% |
| 3M | -1.6% | +6.0% | -7.6% | -3.6% |
| 6M | +13.4% | +31.1% | -17.7% | +3.3% |
| YTD | -4.0% | +32.6% | -36.6% | -13.2% |
| 1Y | -7.6% | +30.5% | -38.1% | -16.0% |
| 3Y | +39.3% | +83.6% | -44.3% | +12.3% |
| 5Y | +14.5% | +84.2% | -69.7% | -8.5% |
| 10Y | +358.7% | +196.6% | +162.2% | +194.1% |
| All | +941.2% | +573.8% | +367.4% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling