+2,635.8%
AJG vs IWD
+719.8%
+1,916.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.6% |
| 30D | +1.6% | -0.8% | +2.4% | +2.2% |
| 3M | +18.6% | +8.0% | +10.6% | +12.3% |
| 6M | +10.9% | +18.2% | -7.3% | -1.8% |
| YTD | -2.0% | +22.3% | -24.3% | -15.3% |
| 1Y | -14.9% | +28.9% | -43.8% | -29.2% |
| 3Y | +13.4% | +71.5% | -58.1% | -23.4% |
| 5Y | +83.2% | +73.6% | +9.6% | +23.0% |
| 10Y | +484.3% | +194.7% | +289.6% | +174.3% |
| All | +2,635.8% | +719.8% | +1,916.0% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling