+6,423.3%
AJG vs IVZ
+1,075.8%
+5,347.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -8.5% | -2.4% | -6.1% | -8.1% |
| 30D | -3.8% | +2.5% | -6.3% | -4.3% |
| 3M | +10.8% | +17.1% | -6.2% | +6.7% |
| 6M | +15.6% | +35.1% | -19.5% | +7.7% |
| YTD | -5.1% | +24.3% | -29.4% | -10.3% |
| 1Y | -16.0% | +48.7% | -64.7% | -23.7% |
| 3Y | +9.7% | +135.6% | -125.9% | -12.0% |
| 5Y | +77.8% | +60.3% | +17.5% | +51.3% |
| 10Y | +478.2% | +62.5% | +415.7% | +357.2% |
| All | +6,423.3% | +1,075.8% | +5,347.4% | +3,412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling