+22.4%
IP vs AJG
+544.4%
-522.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.8% | -2.2% | -0.6% | -1.7% |
| 30D | +9.2% | +20.6% | -11.4% | -0.5% |
| 3M | -16.1% | +11.5% | -27.7% | -20.9% |
| 6M | +9.6% | +42.9% | -33.3% | -9.7% |
| YTD | -8.8% | +10.0% | -18.7% | -14.7% |
| 1Y | -5.5% | +11.9% | -17.4% | -12.5% |
| 3Y | +19.6% | +16.9% | +2.7% | +3.4% |
| 5Y | -13.5% | +82.5% | -96.0% | -45.6% |
| 10Y | +22.4% | +539.4% | -517.0% | -63.0% |
| All | +22.4% | +544.4% | -522.0% | -63.0% |
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