+24.4%
MET vs IEF
-2.7%
+27.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.5% | -1.3% | +0.9% | -0.6% |
| 30D | +0.5% | -1.7% | +2.2% | +0.4% |
| 3M | +11.6% | -2.5% | +14.1% | +11.4% |
| 6M | +40.8% | -3.3% | +44.0% | +39.3% |
| YTD | +25.7% | -2.8% | +28.5% | +24.1% |
| 1Y | +24.4% | -2.7% | +27.1% | +25.0% |
| All | +24.4% | -2.7% | +27.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling