+77.8%
AJG vs IBB
+17.1%
+60.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -8.5% | -5.2% | -3.3% | -6.9% |
| 30D | -3.8% | +1.5% | -5.2% | -4.3% |
| 3M | +10.8% | +22.1% | -11.3% | +3.8% |
| 6M | +15.6% | +17.7% | -2.1% | +9.2% |
| YTD | -5.1% | +20.2% | -25.3% | -11.3% |
| 1Y | -16.0% | +44.4% | -60.5% | -26.9% |
| 3Y | +9.7% | +61.1% | -51.3% | -10.5% |
| 5Y | +77.8% | +18.5% | +59.3% | +55.4% |
| All | +77.8% | +17.1% | +60.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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