+585.0%
MET vs IAG
+377.5%
+207.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +1.4% | +28.9% | -27.5% | -0.3% |
| 3M | +17.7% | +19.1% | -1.4% | +16.1% |
| 6M | +35.0% | -10.3% | +45.2% | +35.1% |
| YTD | +26.3% | +24.2% | +2.1% | +23.4% |
| 1Y | +22.8% | +116.5% | -93.7% | +15.6% |
| 3Y | +65.9% | +742.8% | -676.9% | +40.9% |
| 5Y | +85.4% | +753.3% | -668.0% | +53.1% |
| 10Y | +253.7% | +403.2% | -149.5% | +185.4% |
| All | +585.0% | +377.5% | +207.6% | +384.8% |
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