+309.6%
IVV vs MET
+227.5%
+82.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +0.9% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | -3.3% | +4.0% | -7.3% | -5.0% |
| 3M | -2.4% | +4.6% | -7.0% | -4.4% |
| 6M | +2.6% | +32.8% | -30.2% | -9.5% |
| YTD | +11.3% | +32.3% | -21.0% | -2.1% |
| 1Y | +13.4% | +37.1% | -23.7% | -1.9% |
| 3Y | +80.3% | +86.8% | -6.5% | +34.3% |
| 5Y | +72.7% | +87.4% | -14.7% | +26.8% |
| 10Y | +309.6% | +209.9% | +99.7% | +124.4% |
| All | +309.6% | +227.5% | +82.2% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling