+82.7%
MET vs IJH
+48.0%
+34.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | -0.5% | -1.9% | +1.4% | +1.1% |
| 30D | +0.5% | -4.6% | +5.1% | +4.7% |
| 3M | +11.6% | -1.2% | +12.8% | +12.4% |
| 6M | +40.8% | +9.4% | +31.4% | +29.2% |
| YTD | +25.7% | +13.3% | +12.3% | +11.8% |
| 1Y | +24.4% | +13.4% | +11.0% | +10.4% |
| 3Y | +67.5% | +50.4% | +17.0% | +16.1% |
| All | +82.7% | +48.0% | +34.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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