+64.2%
IWM vs MET
+75.0%
-10.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | -2.0% | -1.2% | -0.9% | -1.4% |
| 30D | -1.5% | +3.2% | -4.7% | -3.1% |
| 3M | -8.0% | -1.1% | -6.9% | -7.7% |
| 6M | -4.1% | +25.0% | -29.1% | -15.5% |
| YTD | +11.9% | +27.9% | -15.9% | -3.2% |
| 1Y | +15.0% | +32.9% | -17.9% | -2.8% |
| 3Y | +64.2% | +78.8% | -14.6% | +6.2% |
| All | +64.2% | +75.0% | -10.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling