+23.1%
IGV vs AJG
+74.4%
-51.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -2.9% | -8.3% | +5.4% | +0.4% |
| 30D | -1.5% | -5.7% | +4.2% | +0.5% |
| 3M | +11.7% | +9.1% | +2.6% | +6.7% |
| 6M | +18.4% | +15.2% | +3.2% | +10.1% |
| YTD | -3.9% | -6.3% | +2.4% | -2.8% |
| 1Y | -9.7% | -19.1% | +9.5% | -2.1% |
| 3Y | +38.4% | +8.2% | +30.2% | +19.3% |
| All | +23.1% | +74.4% | -51.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling