+171.7%
IWM vs MET
+245.0%
-73.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.1% | -0.8% | -0.4% | -0.8% |
| 30D | -3.1% | -1.4% | -1.7% | -2.5% |
| 3M | +2.2% | +12.5% | -10.3% | -4.6% |
| 6M | +15.1% | +37.1% | -22.0% | -3.8% |
| YTD | +18.6% | +23.8% | -5.2% | +4.4% |
| 1Y | +24.0% | +24.1% | -0.1% | +8.7% |
| 3Y | +63.7% | +65.2% | -1.5% | +21.1% |
| 5Y | +38.2% | +82.3% | -44.1% | -4.3% |
| 10Y | +171.7% | +241.6% | -69.9% | +26.7% |
| All | +171.7% | +245.0% | -73.3% | +26.7% |
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