+149.5%
IEFA vs ALLY
+174.0%
-24.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | +1.3% | +1.9% | -0.6% | +0.8% |
| 3M | -3.2% | -12.1% | +8.9% | +0.1% |
| 6M | +2.0% | -9.0% | +11.0% | +4.2% |
| YTD | +10.7% | -12.9% | +23.6% | +14.0% |
| 1Y | +13.0% | -0.1% | +13.0% | +12.1% |
| 3Y | +67.1% | +64.6% | +2.5% | +40.3% |
| 5Y | +49.4% | -10.1% | +59.5% | +43.5% |
| All | +149.5% | +174.0% | -24.5% | +72.4% |
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