+516.4%
MET vs IBB
+566.2%
-49.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.6% |
| 7D | -1.2% | -1.8% | +0.7% | -0.1% |
| 30D | +3.2% | +5.1% | -1.9% | -0.3% |
| 3M | -1.1% | +10.7% | -11.8% | -8.2% |
| 6M | +25.0% | +22.9% | +2.1% | +8.1% |
| YTD | +27.9% | +26.7% | +1.2% | +7.8% |
| 1Y | +32.9% | +35.1% | -2.2% | +7.4% |
| 3Y | +78.8% | +80.2% | -1.4% | +18.2% |
| 5Y | +79.6% | +37.8% | +41.7% | +37.6% |
| 10Y | +228.1% | +161.2% | +66.9% | +58.0% |
| All | +516.4% | +566.2% | -49.8% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling