+306.5%
IVV vs MET
+222.3%
+84.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | -5.4% | +3.2% | -8.6% | -6.7% |
| 3M | -4.1% | -1.1% | -3.0% | -3.8% |
| 6M | +0.7% | +25.0% | -24.3% | -8.9% |
| YTD | +8.7% | +27.9% | -19.1% | -2.9% |
| 1Y | +11.0% | +32.9% | -21.9% | -2.7% |
| 3Y | +75.4% | +78.8% | -3.4% | +33.2% |
| 5Y | +68.3% | +79.6% | -11.2% | +26.0% |
| All | +306.5% | +222.3% | +84.2% | +125.0% |
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