+83.6%
MET vs IAG
+655.1%
-571.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.1% | -0.9% |
| 7D | +2.1% | -2.1% | +4.2% | +2.2% |
| 30D | +1.8% | -6.2% | +8.0% | +1.9% |
| 3M | +6.0% | -5.1% | +11.2% | +6.1% |
| 6M | +31.1% | -10.0% | +41.1% | +31.2% |
| YTD | +32.6% | +3.9% | +28.6% | +31.4% |
| 1Y | +30.5% | +18.9% | +11.6% | +28.5% |
| All | +83.6% | +655.1% | -571.4% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling