+198.0%
MET vs IBB
+130.8%
+67.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.3% |
| 7D | +1.8% | +0.8% | +1.0% | +1.3% |
| 30D | +4.8% | +5.2% | -0.4% | +1.8% |
| 3M | +6.2% | +8.6% | -2.4% | +0.8% |
| 6M | +33.8% | +27.8% | +6.0% | +15.4% |
| YTD | +33.3% | +28.8% | +4.5% | +14.0% |
| 1Y | +36.3% | +36.4% | -0.1% | +12.7% |
| 3Y | +84.6% | +89.3% | -4.8% | +24.3% |
| 5Y | +87.7% | +43.3% | +44.4% | +46.3% |
| 10Y | +198.0% | +130.6% | +67.3% | +67.1% |
| All | +198.0% | +130.8% | +67.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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