+808.3%
IWM vs MET
+961.5%
-153.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -1.3% | +1.4% | -2.7% | -1.9% |
| 3M | +1.6% | +17.7% | -16.1% | -5.1% |
| 6M | +13.6% | +35.0% | -21.4% | +0.3% |
| YTD | +20.8% | +26.3% | -5.5% | +9.3% |
| 1Y | +26.4% | +22.8% | +3.6% | +15.5% |
| 3Y | +60.7% | +65.9% | -5.3% | +29.8% |
| 5Y | +38.2% | +85.4% | -47.2% | +6.3% |
| 10Y | +169.5% | +253.7% | -84.2% | +57.3% |
| All | +808.3% | +961.5% | -153.3% | +232.1% |
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