+242.5%
MET vs IBB
+125.2%
+117.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.9% |
| 7D | -2.5% | -5.2% | +2.8% | +0.4% |
| 30D | 0.0% | +1.5% | -1.5% | -1.2% |
| 3M | +13.1% | +22.1% | -9.1% | +0.6% |
| 6M | +39.0% | +17.7% | +21.3% | +25.8% |
| YTD | +25.2% | +20.2% | +5.0% | +11.6% |
| 1Y | +25.6% | +44.4% | -18.8% | +0.6% |
| 3Y | +67.1% | +61.1% | +6.0% | +24.0% |
| 5Y | +85.1% | +18.5% | +66.6% | +62.0% |
| All | +242.5% | +125.2% | +117.3% | +96.8% |
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