+209.9%
MET vs IWD
+212.1%
-2.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +0.7% |
| 7D | +1.3% | +1.3% | +0.1% | -0.4% |
| 30D | +4.0% | +3.6% | +0.4% | -0.9% |
| 3M | +4.6% | +2.3% | +2.3% | +1.4% |
| 6M | +32.8% | +13.0% | +19.8% | +11.7% |
| YTD | +32.3% | +26.2% | +6.1% | -4.6% |
| 1Y | +37.1% | +30.5% | +6.7% | -5.6% |
| 3Y | +86.8% | +86.2% | +0.6% | -21.0% |
| 5Y | +87.4% | +72.9% | +14.5% | -12.1% |
| 10Y | +209.9% | +205.0% | +4.9% | -35.5% |
| All | +209.9% | +212.1% | -2.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling