+1,234.6%
AJG vs IOVA
-92.0%
+1,326.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.3% | -2.8% |
| 7D | -7.4% | -2.2% | -5.2% | -7.4% |
| 30D | -3.0% | +31.7% | -34.7% | -3.3% |
| 3M | +12.8% | +117.3% | -104.4% | +11.7% |
| 6M | +12.8% | +55.8% | -43.0% | +12.0% |
| YTD | -4.7% | +208.8% | -213.5% | -6.2% |
| 1Y | -17.2% | +255.7% | -272.9% | -18.7% |
| 3Y | +10.2% | +41.7% | -31.5% | +8.1% |
| 5Y | +76.9% | -64.9% | +141.8% | +74.7% |
| 10Y | +480.5% | +6.3% | +474.2% | +466.4% |
| All | +1,234.6% | -92.0% | +1,326.5% | +1,181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling