+40.0%
IWM vs MET
+82.8%
-42.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | +1.4% | +1.1% | +0.3% | +0.7% |
| 30D | -2.3% | -2.3% | 0.0% | -1.1% |
| 3M | +4.0% | +13.9% | -9.9% | -3.8% |
| 6M | +17.9% | +34.8% | -16.9% | -1.1% |
| YTD | +20.2% | +23.5% | -3.3% | +5.5% |
| 1Y | +25.0% | +23.4% | +1.6% | +9.4% |
| 3Y | +66.0% | +64.9% | +1.1% | +20.6% |
| 5Y | +40.0% | +82.0% | -42.0% | -4.7% |
| All | +40.0% | +82.8% | -42.7% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling