+596.5%
MET vs IEF
+129.1%
+467.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.3% |
| 7D | +1.1% | +0.1% | +1.1% | +1.2% |
| 30D | -2.3% | -0.7% | -1.6% | -3.6% |
| 3M | +13.9% | -0.4% | +14.3% | +13.0% |
| 6M | +34.8% | -2.5% | +37.3% | +28.6% |
| YTD | +23.5% | -1.6% | +25.1% | +19.9% |
| 1Y | +23.4% | -1.3% | +24.7% | +20.4% |
| 3Y | +64.9% | +10.1% | +54.8% | +95.4% |
| 5Y | +82.0% | -8.3% | +90.4% | +44.9% |
| 10Y | +244.4% | +4.5% | +239.9% | +289.6% |
| All | +596.5% | +129.1% | +467.4% | +2,994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling