+55.4%
IOT vs AJG
+51.6%
+3.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | -4.5% | -8.3% | +3.7% | 0.0% |
| 30D | -2.4% | -5.7% | +3.2% | +0.3% |
| 3M | +19.0% | +9.1% | +9.9% | +13.3% |
| 6M | +19.6% | +15.2% | +4.4% | +10.5% |
| YTD | +8.3% | -6.3% | +14.6% | +10.6% |
| 1Y | -0.8% | -19.1% | +18.3% | +10.2% |
| 3Y | +24.4% | +8.2% | +16.2% | +4.8% |
| All | +55.4% | +51.6% | +3.8% | -7.7% |
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