+68.8%
IEFA vs ALLY
+69.8%
-1.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +1.2% | +1.0% | +0.1% | +0.9% |
| 30D | -0.6% | -3.3% | +2.7% | +0.1% |
| 3M | +6.2% | +0.5% | +5.8% | +6.0% |
| 6M | +11.2% | +12.6% | -1.4% | +8.1% |
| YTD | +14.2% | -4.7% | +18.8% | +14.7% |
| 1Y | +20.0% | +5.2% | +14.8% | +17.9% |
| 3Y | +68.8% | +66.5% | +2.3% | +50.4% |
| All | +68.8% | +69.8% | -1.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling