+242.5%
MET vs IOVA
+3.8%
+238.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +1.4% |
| 7D | -2.5% | -6.4% | +4.0% | -2.0% |
| 30D | 0.0% | +25.4% | -25.4% | -1.8% |
| 3M | +13.1% | +115.3% | -102.3% | +6.1% |
| 6M | +39.0% | +56.5% | -17.6% | +32.5% |
| YTD | +25.2% | +198.2% | -173.0% | +13.3% |
| 1Y | +25.6% | +242.0% | -216.4% | +11.7% |
| 3Y | +67.1% | +36.8% | +30.3% | +47.4% |
| 5Y | +85.1% | -64.3% | +149.4% | +72.6% |
| All | +242.5% | +3.8% | +238.7% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IOVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling