+32.7%
MET vs IWF
-3.4%
+36.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +4.5% | +2.8% | +1.6% | +3.7% |
| 30D | +3.5% | -7.5% | +11.1% | +5.4% |
| 3M | +5.9% | -8.5% | +14.4% | +8.0% |
| 6M | +33.1% | -7.4% | +40.5% | +35.2% |
| YTD | +33.6% | -2.6% | +36.2% | +26.8% |
| 1Y | +32.7% | -1.8% | +34.5% | +25.9% |
| All | +32.7% | -3.4% | +36.1% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling