+48.5%
IEFA vs ALLY
-10.3%
+58.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.4% |
| 30D | +1.3% | +1.9% | -0.6% | +0.8% |
| 3M | -3.2% | -12.1% | +8.9% | -0.2% |
| 6M | +2.0% | -9.0% | +11.0% | +4.0% |
| YTD | +10.7% | -12.9% | +23.6% | +13.8% |
| 1Y | +13.0% | -0.1% | +13.0% | +12.2% |
| 3Y | +67.1% | +64.6% | +2.5% | +42.1% |
| All | +48.5% | -10.3% | +58.8% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling