+242.5%
MET vs IAG
+423.2%
-180.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -2.5% | -4.1% | +1.6% | -2.4% |
| 30D | 0.0% | +10.6% | -10.6% | -0.3% |
| 3M | +13.1% | +35.4% | -22.3% | +12.0% |
| 6M | +39.0% | -9.5% | +48.5% | +39.0% |
| YTD | +25.2% | +21.8% | +3.4% | +24.0% |
| 1Y | +25.6% | +84.1% | -58.5% | +22.9% |
| 3Y | +67.1% | +817.4% | -750.3% | +55.9% |
| 5Y | +85.1% | +830.1% | -745.0% | +69.8% |
| All | +242.5% | +423.2% | -180.7% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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