+238.7%
MET vs IOVA
+7.5%
+231.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -0.8% | -2.2% | +1.4% | -0.6% |
| 30D | -1.4% | +31.7% | -33.1% | -3.5% |
| 3M | +12.5% | +117.3% | -104.7% | +5.5% |
| 6M | +37.1% | +55.8% | -18.7% | +30.8% |
| YTD | +23.8% | +208.8% | -185.0% | +11.7% |
| 1Y | +24.1% | +255.7% | -231.6% | +10.0% |
| 3Y | +65.2% | +41.7% | +23.5% | +45.4% |
| 5Y | +82.3% | -64.9% | +147.2% | +70.5% |
| All | +238.7% | +7.5% | +231.1% | +181.2% |
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