+7.3%
IEF vs ALLY
+182.8%
-175.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.9% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +1.8% | +1.1% | +0.7% | +1.8% |
| 3M | -1.2% | -13.2% | +12.0% | -1.4% |
| 6M | -2.5% | -13.5% | +11.0% | -2.7% |
| YTD | -2.5% | -14.3% | +11.8% | -2.7% |
| 1Y | -2.3% | -1.1% | -1.1% | -2.2% |
| 3Y | +11.3% | +62.0% | -50.7% | +12.8% |
| 5Y | -7.6% | -9.6% | +2.1% | -7.9% |
| 10Y | +7.3% | +176.0% | -168.7% | +15.1% |
| All | +7.3% | +182.8% | -175.5% | +15.1% |
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