+12.2%
IOT vs AJG
-12.9%
+25.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.2% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | +3.8% | +4.6% | -0.8% | +2.2% |
| 3M | +14.2% | +24.9% | -10.7% | +9.3% |
| 6M | +40.1% | +17.2% | +22.9% | +32.4% |
| YTD | +13.4% | +2.2% | +11.2% | +3.5% |
| 1Y | +12.2% | -11.5% | +23.7% | +3.8% |
| All | +12.2% | -12.9% | +25.1% | +3.8% |
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 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