+82.3%
MET vs IWF
+72.9%
+9.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -1.4% | -1.4% | 0.0% | -0.7% |
| 3M | +12.5% | +0.4% | +12.1% | +11.7% |
| 6M | +37.1% | +8.5% | +28.6% | +29.9% |
| YTD | +23.8% | +3.7% | +20.1% | +20.3% |
| 1Y | +24.1% | +8.5% | +15.7% | +17.3% |
| 3Y | +65.2% | +78.5% | -13.3% | +16.8% |
| 5Y | +82.3% | +73.6% | +8.6% | +24.7% |
| All | +82.3% | +72.9% | +9.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling