+143.5%
IWM vs MET
+197.3%
-53.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +1.4% | +4.5% | -3.0% | -0.9% |
| 30D | +2.3% | +3.5% | -1.3% | +0.3% |
| 3M | -8.3% | +5.9% | -14.3% | -11.4% |
| 6M | -1.3% | +33.1% | -34.4% | -16.3% |
| YTD | +13.5% | +33.6% | -20.1% | -4.3% |
| 1Y | +18.4% | +32.7% | -14.3% | +0.1% |
| 3Y | +69.6% | +85.0% | -15.4% | +17.7% |
| 5Y | +23.3% | +85.6% | -62.3% | -15.7% |
| All | +143.5% | +197.3% | -53.8% | +18.3% |
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