+67.5%
MET vs IFF
+29.0%
+38.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.2% |
| 30D | +0.5% | -0.3% | +0.8% | +0.5% |
| 3M | +11.6% | +8.4% | +3.2% | +9.2% |
| 6M | +40.8% | +23.0% | +17.7% | +32.6% |
| YTD | +25.7% | +25.5% | +0.2% | +16.9% |
| 1Y | +24.4% | +29.1% | -4.7% | +14.4% |
| 3Y | +67.5% | +31.7% | +35.8% | +45.8% |
| All | +67.5% | +29.0% | +38.5% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling