+85.7%
MET vs IEF
-8.1%
+93.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.7% |
| 7D | +4.5% | -2.0% | +6.4% | +3.7% |
| 30D | +3.5% | +0.7% | +2.8% | +3.8% |
| 3M | +5.9% | -2.5% | +8.4% | +4.9% |
| 6M | +33.1% | -2.6% | +35.6% | +31.8% |
| YTD | +33.6% | -3.2% | +36.8% | +31.9% |
| 1Y | +32.7% | -3.0% | +35.7% | +31.1% |
| 3Y | +85.0% | +10.5% | +74.5% | +92.0% |
| All | +85.7% | -8.1% | +93.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling