+10.6%
IOT vs AJG
+19.3%
-8.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.3% | +1.8% |
| 7D | -0.5% | +10.7% | -11.2% | -4.7% |
| 30D | +1.0% | +26.9% | -25.9% | -9.0% |
| 3M | +10.9% | +16.6% | -5.7% | +3.2% |
| 6M | +39.9% | +40.1% | -0.2% | +23.8% |
| YTD | +20.8% | +12.4% | +8.3% | +3.4% |
| 1Y | +10.6% | +15.9% | -5.4% | -1.5% |
| All | +10.6% | +19.3% | -8.8% | -1.5% |
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 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