+24.1%
MET vs IWD
+28.3%
-4.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -0.8% | -1.2% | +0.4% | +0.6% |
| 30D | -1.4% | -1.6% | +0.3% | +0.5% |
| 3M | +12.5% | +7.0% | +5.5% | +4.3% |
| 6M | +37.1% | +17.0% | +20.1% | +12.9% |
| YTD | +23.8% | +21.6% | +2.2% | -2.8% |
| 1Y | +24.1% | +28.0% | -3.9% | -8.0% |
| All | +24.1% | +28.3% | -4.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling