+17.6%
IP vs AJG
+538.5%
-520.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +7.9% | +19.4% | -11.4% | -1.2% |
| 3M | -15.3% | +11.9% | -27.2% | -20.3% |
| 6M | +10.5% | +48.3% | -37.7% | -10.6% |
| YTD | -9.4% | +10.3% | -19.7% | -15.4% |
| 1Y | -4.6% | +11.5% | -16.1% | -11.5% |
| 3Y | +21.2% | +17.5% | +3.7% | +4.5% |
| 5Y | -13.3% | +79.8% | -93.1% | -44.8% |
| All | +17.6% | +538.5% | -520.9% | -63.9% |
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