+1,776.2%
AJG vs IBB
+546.5%
+1,229.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.2% |
| 7D | -3.8% | -1.7% | -2.1% | -3.2% |
| 30D | +1.6% | +4.9% | -3.3% | -0.2% |
| 3M | +18.6% | +24.2% | -5.6% | +9.6% |
| 6M | +10.9% | +23.8% | -13.0% | +2.1% |
| YTD | -2.0% | +23.0% | -24.9% | -9.7% |
| 1Y | -14.9% | +46.2% | -61.1% | -26.6% |
| 3Y | +13.4% | +64.8% | -51.4% | -7.7% |
| 5Y | +83.2% | +20.9% | +62.3% | +65.4% |
| 10Y | +484.3% | +121.6% | +362.7% | +313.0% |
| All | +1,776.2% | +546.5% | +1,229.7% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling