+85.7%
MET vs IOVA
-63.3%
+149.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +4.5% | -3.5% | +7.9% | +4.6% |
| 30D | +3.5% | -45.4% | +48.9% | +5.6% |
| 3M | +5.9% | +19.0% | -13.1% | +3.9% |
| 6M | +33.1% | +112.0% | -79.0% | +26.3% |
| YTD | +33.6% | +184.2% | -150.7% | +24.3% |
| 1Y | +32.7% | +222.0% | -189.3% | +22.5% |
| 3Y | +85.0% | +92.6% | -7.5% | +67.9% |
| All | +85.7% | -63.3% | +149.0% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling