+66.4%
IWM vs MET
+69.5%
-3.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | -1.3% | +1.4% | -2.7% | -2.2% |
| 3M | +1.6% | +17.7% | -16.1% | -7.3% |
| 6M | +13.6% | +35.0% | -21.4% | -4.2% |
| YTD | +20.8% | +26.3% | -5.5% | +5.2% |
| 1Y | +26.4% | +22.8% | +3.6% | +11.6% |
| All | +66.4% | +69.5% | -3.1% | +17.3% |
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 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