+700.6%
IYR vs MET
+915.1%
-214.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | -2.9% | +1.4% | -4.3% | -3.5% |
| 3M | +0.8% | +17.7% | -16.9% | -5.6% |
| 6M | +1.9% | +35.0% | -33.1% | -9.8% |
| YTD | +9.6% | +26.3% | -16.7% | -0.7% |
| 1Y | +8.1% | +22.8% | -14.7% | -1.3% |
| 3Y | +29.2% | +65.9% | -36.7% | +3.1% |
| 5Y | +4.3% | +85.4% | -81.1% | -21.6% |
| 10Y | +64.7% | +253.7% | -189.0% | -11.2% |
| All | +700.6% | +915.1% | -214.5% | +188.8% |
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