+1,135.5%
IJR vs MET
+940.6%
+194.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -1.1% | -0.8% | -0.4% | -0.9% |
| 30D | -3.6% | -1.4% | -2.2% | -3.2% |
| 3M | +2.3% | +12.5% | -10.2% | -2.6% |
| 6M | +14.3% | +37.1% | -22.7% | +0.7% |
| YTD | +19.3% | +23.8% | -4.5% | +9.1% |
| 1Y | +22.6% | +24.1% | -1.5% | +11.8% |
| 3Y | +53.5% | +65.2% | -11.7% | +24.9% |
| 5Y | +39.9% | +82.3% | -42.3% | +9.0% |
| 10Y | +172.1% | +241.6% | -69.5% | +64.7% |
| All | +1,135.5% | +940.6% | +194.9% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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