+75.2%
AJG vs IOVA
-62.2%
+137.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.3% |
| 7D | -8.3% | -2.2% | -6.1% | -8.2% |
| 30D | -5.7% | +27.6% | -33.3% | -6.1% |
| 3M | +9.1% | +117.2% | -108.1% | +7.4% |
| 6M | +15.2% | +77.7% | -62.5% | +13.7% |
| YTD | -6.3% | +215.0% | -221.3% | -8.8% |
| 1Y | -19.1% | +255.4% | -274.5% | -21.6% |
| 3Y | +8.2% | +42.6% | -34.4% | +3.6% |
| All | +75.2% | -62.2% | +137.4% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling