+21.0%
IEF vs ALLY
+124.8%
-103.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -0.3% | +3.7% | -4.0% | -0.2% |
| 30D | -0.8% | -2.3% | +1.5% | -0.8% |
| 3M | -1.0% | +3.8% | -4.8% | -0.9% |
| 6M | -2.8% | +9.7% | -12.5% | -2.5% |
| YTD | -1.5% | -1.4% | -0.1% | -1.5% |
| 1Y | -0.4% | +8.2% | -8.7% | -0.2% |
| 3Y | +9.7% | +66.5% | -56.8% | +11.5% |
| 5Y | -8.3% | +1.2% | -9.5% | -8.3% |
| 10Y | +4.6% | +191.4% | -186.8% | +12.2% |
| All | +21.0% | +124.8% | -103.9% | +29.0% |
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