+16.1%
IWM vs MET
+37.6%
-21.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | +0.3% | +1.8% | -1.5% | -0.2% |
| 30D | +0.6% | +4.8% | -4.2% | -0.9% |
| 3M | -6.2% | +6.2% | -12.4% | -8.0% |
| 6M | -0.8% | +33.8% | -34.6% | -11.4% |
| YTD | +14.8% | +33.3% | -18.5% | +1.1% |
| 1Y | +16.1% | +36.3% | -20.2% | +0.7% |
| All | +16.1% | +37.6% | -21.4% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling