+4.7%
IEF vs ALLY
+178.1%
-173.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -0.6% | -4.5% | +3.9% | -0.6% |
| 3M | -1.0% | -2.8% | +1.8% | -1.0% |
| 6M | -3.1% | +10.3% | -13.4% | -2.9% |
| YTD | -1.9% | -5.7% | +3.8% | -1.9% |
| 1Y | -1.4% | +3.9% | -5.3% | -1.2% |
| 3Y | +9.8% | +64.7% | -54.9% | +11.2% |
| 5Y | -8.8% | -2.6% | -6.2% | -9.0% |
| 10Y | +4.7% | +186.0% | -181.3% | +12.2% |
| All | +4.7% | +178.1% | -173.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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