+75.2%
AJG vs IWD
+74.6%
+0.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -8.3% | -0.8% | -7.5% | -7.7% |
| 30D | -5.7% | -0.8% | -4.8% | -5.0% |
| 3M | +9.1% | +6.9% | +2.2% | +3.8% |
| 6M | +15.2% | +18.3% | -3.1% | +1.2% |
| YTD | -6.3% | +22.4% | -28.6% | -20.0% |
| 1Y | -19.1% | +27.4% | -46.5% | -33.2% |
| 3Y | +8.2% | +71.2% | -62.9% | -31.0% |
| All | +75.2% | +74.6% | +0.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 5y: compounded portfolio wealth divided by compounded IWD 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…
5y analysis · Full analysis span regression · 6 months rolling