+304.8%
MET vs IQV
+492.3%
-187.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.9% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -2.3% | +8.6% | -10.9% | -5.7% |
| 3M | +13.9% | +41.1% | -27.2% | -2.6% |
| 6M | +34.8% | +48.6% | -13.8% | +11.5% |
| YTD | +23.5% | +15.0% | +8.5% | +13.1% |
| 1Y | +23.4% | +38.1% | -14.7% | +3.3% |
| 3Y | +64.9% | +21.4% | +43.5% | +40.0% |
| 5Y | +82.0% | -1.0% | +83.1% | +65.0% |
| 10Y | +244.4% | +233.0% | +11.4% | +65.4% |
| All | +304.8% | +492.3% | -187.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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