+20.9%
IEF vs ALLY
+98.1%
-77.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +3.1% | +3.1% | 0.0% | +3.2% |
| 3M | -0.5% | -12.6% | +12.1% | -0.7% |
| 6M | -1.6% | -12.4% | +10.8% | -1.9% |
| YTD | -1.6% | -13.2% | +11.6% | -1.8% |
| 1Y | -1.5% | +1.8% | -3.3% | -1.3% |
| 3Y | +12.4% | +58.0% | -45.5% | +14.3% |
| 5Y | -7.5% | -8.4% | +0.9% | -7.6% |
| 10Y | +5.2% | +195.3% | -190.1% | +13.5% |
| All | +20.9% | +98.1% | -77.2% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling