+8.2%
AJG vs IOVA
+43.8%
-35.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.2% |
| 7D | -8.3% | -2.2% | -6.1% | -8.3% |
| 30D | -5.7% | +27.6% | -33.3% | -5.8% |
| 3M | +9.1% | +117.2% | -108.1% | +8.7% |
| 6M | +15.2% | +77.7% | -62.5% | +15.0% |
| YTD | -6.3% | +215.0% | -221.3% | -6.8% |
| 1Y | -19.1% | +255.4% | -274.5% | -19.6% |
| 3Y | +8.2% | +42.6% | -34.4% | +6.0% |
| All | +8.2% | +43.8% | -35.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 3y: compounded portfolio wealth divided by compounded IOVA 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…
3y analysis · Full analysis span regression · 6 months rolling