+1,428.5%
IBKR vs AJG
+1,356.1%
+72.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -1.3% | -8.3% | +6.9% | +3.3% |
| 30D | -0.2% | -5.7% | +5.4% | +2.6% |
| 3M | +3.0% | +9.1% | -6.1% | -3.7% |
| 6M | +33.9% | +15.2% | +18.6% | +20.4% |
| YTD | +42.5% | -6.3% | +48.8% | +42.6% |
| 1Y | +44.9% | -19.1% | +64.0% | +56.6% |
| 3Y | +293.0% | +8.2% | +284.8% | +246.7% |
| 5Y | +497.7% | +75.6% | +422.0% | +285.2% |
| 10Y | +1,004.4% | +471.1% | +533.3% | +233.9% |
| All | +1,428.5% | +1,356.1% | +72.4% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling