+198.0%
MET vs IOVA
+12.2%
+185.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +1.8% | -8.5% | +10.3% | +2.3% |
| 30D | +4.8% | -44.7% | +49.5% | +7.9% |
| 3M | +6.2% | +26.2% | -20.1% | +2.9% |
| 6M | +33.8% | +123.2% | -89.4% | +23.5% |
| YTD | +33.3% | +196.0% | -162.7% | +19.3% |
| 1Y | +36.3% | +240.9% | -204.6% | +20.4% |
| 3Y | +84.6% | +103.5% | -18.9% | +56.9% |
| 5Y | +87.7% | -65.5% | +153.1% | +73.7% |
| 10Y | +198.0% | +7.0% | +190.9% | +153.3% |
| All | +198.0% | +12.2% | +185.7% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling