-19.1%
AJG vs IVZ
+49.7%
-68.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | -8.3% | -2.4% | -5.9% | -8.3% |
| 30D | -5.7% | +3.0% | -8.7% | -5.6% |
| 3M | +9.1% | +14.9% | -5.8% | +9.4% |
| 6M | +15.2% | +36.7% | -21.5% | +13.1% |
| YTD | -6.3% | +25.7% | -32.0% | -6.3% |
| 1Y | -19.1% | +47.7% | -66.8% | -20.0% |
| All | -19.1% | +49.7% | -68.8% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling