-22.4%
IP vs AJG
-17.1%
-5.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -4.4% |
| 7D | -4.6% | -7.4% | +2.8% | -2.9% |
| 30D | -15.3% | -3.0% | -12.3% | -14.7% |
| 3M | +2.7% | +12.8% | -10.2% | -0.3% |
| 6M | -7.4% | +12.8% | -20.2% | -10.0% |
| YTD | -8.8% | -4.7% | -4.1% | -6.5% |
| 1Y | -22.4% | -17.2% | -5.2% | -17.9% |
| All | -22.4% | -17.1% | -5.3% | -17.9% |
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 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