+15.9%
IP vs AJG
+480.2%
-464.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -5.9% | -8.5% | +2.6% | -1.6% |
| 30D | -17.0% | -3.8% | -13.3% | -15.5% |
| 3M | +8.9% | +10.8% | -1.9% | +2.6% |
| 6M | -10.0% | +15.6% | -25.6% | -17.3% |
| YTD | -9.8% | -5.1% | -4.6% | -8.8% |
| 1Y | -22.6% | -16.0% | -6.5% | -16.7% |
| 3Y | +13.1% | +9.7% | +3.3% | -0.2% |
| 5Y | -22.3% | +77.8% | -100.1% | -51.8% |
| All | +15.9% | +480.2% | -464.4% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling