-27.5%
IBIT vs AJG
-12.9%
-14.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.5% |
| 7D | +3.0% | -1.8% | +4.8% | +3.0% |
| 30D | +23.1% | +4.6% | +18.5% | +23.4% |
| 3M | +25.6% | +24.9% | +0.7% | +26.9% |
| 6M | +9.1% | +17.2% | -8.1% | +10.4% |
| YTD | -8.9% | +2.2% | -11.1% | -8.5% |
| 1Y | -27.5% | -11.5% | -15.9% | -24.4% |
| All | -27.5% | -12.9% | -14.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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