+33.0%
MET vs IFF
+44.8%
-11.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.6% |
| 7D | +3.9% | -3.3% | +7.2% | +4.1% |
| 30D | +6.8% | +5.3% | +1.5% | +6.2% |
| 3M | +7.7% | +8.9% | -1.2% | +6.5% |
| 6M | +32.9% | +26.3% | +6.6% | +29.1% |
| YTD | +33.9% | +32.2% | +1.7% | +27.6% |
| 1Y | +33.0% | +45.8% | -12.7% | +24.2% |
| All | +33.0% | +44.8% | -11.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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