+138.3%
IEFA vs ALLY
+98.8%
+39.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +1.1% | +5.2% | -4.2% | -0.3% |
| 3M | -4.3% | -13.3% | +9.0% | -0.7% |
| 6M | +1.4% | -6.7% | +8.0% | +2.9% |
| YTD | +10.1% | -12.8% | +22.9% | +13.4% |
| 1Y | +12.9% | +0.7% | +12.2% | +11.8% |
| 3Y | +65.8% | +65.2% | +0.6% | +38.9% |
| 5Y | +47.7% | -10.1% | +57.8% | +41.6% |
| 10Y | +146.8% | +177.0% | -30.2% | +57.8% |
| All | +138.3% | +98.8% | +39.5% | +60.2% |
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