+624.6%
MET vs IAG
+303.8%
+320.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +4.5% | -7.7% | +12.1% | +4.9% |
| 30D | +3.5% | +1.6% | +2.0% | +3.3% |
| 3M | +5.9% | -2.4% | +8.4% | +5.8% |
| 6M | +33.1% | -7.8% | +40.9% | +33.0% |
| YTD | +33.6% | +5.0% | +28.5% | +31.6% |
| 1Y | +32.7% | +25.7% | +7.0% | +29.2% |
| 3Y | +85.0% | +694.5% | -609.4% | +57.5% |
| 5Y | +85.6% | +421.7% | -336.1% | +58.0% |
| 10Y | +198.8% | +382.5% | -183.6% | +142.2% |
| All | +624.6% | +303.8% | +320.8% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling