+194.4%
MET vs IWF
+383.8%
-189.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | +4.5% | +2.8% | +1.6% | +2.3% |
| 30D | +3.5% | -7.5% | +11.1% | +9.4% |
| 3M | +5.9% | -8.5% | +14.4% | +12.5% |
| 6M | +33.1% | -7.4% | +40.5% | +38.9% |
| YTD | +33.6% | -2.6% | +36.2% | +33.8% |
| 1Y | +32.7% | -1.8% | +34.5% | +31.9% |
| 3Y | +85.0% | +65.5% | +19.6% | +18.2% |
| 5Y | +85.6% | +55.8% | +29.7% | +22.6% |
| All | +194.4% | +383.8% | -189.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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