+64.9%
MET vs IOVA
+50.0%
+14.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +1.1% | +5.1% | -3.9% | +0.9% |
| 30D | -2.3% | +37.2% | -39.5% | -3.9% |
| 3M | +13.9% | +117.5% | -103.6% | +9.0% |
| 6M | +34.8% | +69.6% | -34.8% | +29.9% |
| YTD | +23.5% | +218.7% | -195.1% | +15.2% |
| 1Y | +23.4% | +265.5% | -242.1% | +13.8% |
| 3Y | +64.9% | +46.2% | +18.7% | +46.2% |
| All | +64.9% | +50.0% | +14.9% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling