+763.2%
IWM vs MET
+1,020.5%
-257.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.8% |
| 7D | +0.3% | +1.8% | -1.5% | -0.4% |
| 30D | +0.6% | +4.8% | -4.2% | -1.3% |
| 3M | -6.2% | +6.2% | -12.4% | -8.6% |
| 6M | -0.8% | +33.8% | -34.6% | -12.1% |
| YTD | +14.8% | +33.3% | -18.5% | +1.5% |
| 1Y | +16.1% | +36.3% | -20.2% | +1.8% |
| 3Y | +71.5% | +84.6% | -13.0% | +32.7% |
| 5Y | +25.8% | +87.7% | -61.9% | -3.9% |
| 10Y | +155.4% | +198.0% | -42.6% | +58.0% |
| All | +763.2% | +1,020.5% | -257.4% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling