+2.0%
IBKR vs AJG
+16.2%
-14.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -11.1% | +7.4% | -18.5% | -9.9% |
| 30D | -19.7% | +25.3% | -45.1% | -16.9% |
| 3M | -18.0% | +15.1% | -33.0% | -16.0% |
| 6M | -13.2% | +40.8% | -54.0% | -9.5% |
| YTD | +13.4% | +12.3% | +1.1% | +15.3% |
| 1Y | +2.0% | +17.5% | -15.5% | +4.7% |
| All | +2.0% | +16.2% | -14.2% | +4.7% |
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