+919.1%
MET vs IJH
+1,045.0%
-125.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +2.3% |
| 7D | -2.5% | -2.5% | 0.0% | +0.5% |
| 30D | 0.0% | -5.0% | +5.0% | +6.4% |
| 3M | +13.1% | +0.5% | +12.5% | +11.8% |
| 6M | +39.0% | +8.2% | +30.8% | +25.1% |
| YTD | +25.2% | +12.5% | +12.7% | +7.4% |
| 1Y | +25.6% | +14.4% | +11.3% | +5.2% |
| 3Y | +67.1% | +49.5% | +17.6% | -0.7% |
| 5Y | +85.1% | +47.8% | +37.3% | +8.1% |
| 10Y | +245.5% | +180.4% | +65.1% | -9.5% |
| All | +919.1% | +1,045.0% | -125.9% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling