+86.4%
MET vs IBB
+22.5%
+63.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +1.2% | +1.4% | -0.3% | +0.5% |
| 30D | +1.4% | +10.5% | -9.1% | -3.3% |
| 3M | +17.7% | +23.6% | -5.9% | +6.5% |
| 6M | +35.0% | +22.6% | +12.4% | +22.3% |
| YTD | +26.3% | +25.7% | +0.6% | +12.8% |
| 1Y | +22.8% | +51.4% | -28.6% | 0.0% |
| 3Y | +65.9% | +64.4% | +1.6% | +28.1% |
| All | +86.4% | +22.5% | +63.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling