+388.1%
MET vs IOVA
-92.3%
+480.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | 0.0% | -7.0% | +7.1% | +0.2% |
| 30D | +3.4% | -44.4% | +47.8% | +4.2% |
| 3M | +7.0% | +24.7% | -17.7% | +6.1% |
| 6M | +34.6% | +118.6% | -84.0% | +31.9% |
| YTD | +34.0% | +196.3% | -162.4% | +30.1% |
| 1Y | +35.9% | +205.3% | -169.4% | +31.9% |
| 3Y | +85.5% | +103.8% | -18.3% | +78.6% |
| 5Y | +87.8% | -65.6% | +153.3% | +83.5% |
| 10Y | +199.7% | +6.4% | +193.2% | +188.3% |
| All | +388.1% | -92.3% | +480.4% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling