+83.6%
MET vs IOVA
+95.6%
-12.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.6% | -0.8% |
| 7D | +2.1% | -1.4% | +3.5% | +2.2% |
| 30D | +1.8% | -47.4% | +49.2% | +3.9% |
| 3M | +6.0% | +13.2% | -7.2% | +4.1% |
| 6M | +31.1% | +114.3% | -83.2% | +24.0% |
| YTD | +32.6% | +179.5% | -146.9% | +22.9% |
| 1Y | +30.5% | +200.4% | -169.9% | +20.3% |
| All | +83.6% | +95.6% | -12.0% | +61.0% |
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 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