-0.8%
IOT vs AJG
-17.2%
+16.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | -4.5% | -8.3% | +3.7% | -2.2% |
| 30D | -2.4% | -5.7% | +3.2% | -1.0% |
| 3M | +19.0% | +9.1% | +9.9% | +17.3% |
| 6M | +19.6% | +15.2% | +4.4% | +16.8% |
| YTD | +8.3% | -6.3% | +14.6% | +0.9% |
| 1Y | -0.8% | -19.1% | +18.3% | -6.4% |
| All | -0.8% | -17.2% | +16.4% | -6.4% |
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