+212.6%
IEFA vs ALNY
+1,342.5%
-1,129.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -1.6% | -6.5% | +5.0% | -1.0% |
| 30D | -1.5% | +11.0% | -12.5% | -2.4% |
| 3M | +3.4% | -14.1% | +17.5% | +4.0% |
| 6M | +9.5% | -22.4% | +31.9% | +10.9% |
| YTD | +13.0% | -37.5% | +50.5% | +16.4% |
| 1Y | +18.0% | -46.9% | +64.9% | +22.9% |
| 3Y | +65.4% | +22.1% | +43.3% | +58.6% |
| 5Y | +51.6% | +31.2% | +20.4% | +41.8% |
| 10Y | +146.7% | +256.3% | -109.6% | +103.8% |
| All | +212.6% | +1,342.5% | -1,129.9% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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