+459.5%
AJG vs IVZ
+65.9%
+393.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -8.3% | -2.4% | -5.9% | -7.8% |
| 30D | -5.7% | +3.0% | -8.7% | -6.4% |
| 3M | +9.1% | +14.9% | -5.8% | +5.1% |
| 6M | +15.2% | +36.7% | -21.5% | +6.0% |
| YTD | -6.3% | +25.7% | -32.0% | -12.2% |
| 1Y | -19.1% | +47.7% | -66.8% | -27.4% |
| 3Y | +8.2% | +138.8% | -130.6% | -17.1% |
| 5Y | +75.6% | +62.1% | +13.5% | +45.3% |
| All | +459.5% | +65.9% | +393.6% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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