+66.9%
IYR vs MET
+249.3%
-182.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -2.7% | +0.5% | -3.2% | -2.9% |
| 3M | -2.1% | +11.6% | -13.7% | -6.3% |
| 6M | +3.6% | +40.8% | -37.2% | -9.2% |
| YTD | +8.1% | +25.7% | -17.5% | -1.4% |
| 1Y | +4.7% | +24.4% | -19.6% | -4.4% |
| 3Y | +29.1% | +67.5% | -38.3% | +3.4% |
| 5Y | +6.9% | +85.8% | -78.9% | -18.9% |
| All | +66.9% | +249.3% | -182.4% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling