+459.5%
AJG vs IRM
+440.8%
+18.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.7% |
| 7D | -8.3% | -1.4% | -6.8% | -8.0% |
| 30D | -5.7% | -7.4% | +1.7% | -4.1% |
| 3M | +9.1% | -7.4% | +16.4% | +10.4% |
| 6M | +15.2% | +8.7% | +6.5% | +11.0% |
| YTD | -6.3% | +40.9% | -47.2% | -16.5% |
| 1Y | -19.1% | +20.5% | -39.6% | -25.0% |
| 3Y | +8.2% | +101.7% | -93.5% | -16.7% |
| 5Y | +75.6% | +197.7% | -122.0% | +17.4% |
| All | +459.5% | +440.8% | +18.7% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling