+973.2%
IGV vs MET
+541.9%
+431.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -4.5% | +1.2% | -5.7% | -4.9% |
| 30D | +3.2% | +1.4% | +1.8% | +2.6% |
| 3M | +4.5% | +17.7% | -13.2% | -1.2% |
| 6M | +22.1% | +35.0% | -12.9% | +10.1% |
| YTD | -1.0% | +26.3% | -27.3% | -8.9% |
| 1Y | -2.1% | +22.8% | -24.9% | -9.3% |
| 3Y | +44.6% | +65.9% | -21.4% | +20.5% |
| 5Y | +22.2% | +85.4% | -63.2% | -2.6% |
| 10Y | +364.7% | +253.7% | +111.0% | +181.6% |
| All | +973.2% | +541.9% | +431.3% | +247.5% |
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 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