+20.3%
IP vs AJG
+11.8%
+8.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.2% |
| 7D | +0.1% | -4.0% | +4.1% | +0.9% |
| 30D | -11.2% | +1.3% | -12.6% | -11.5% |
| 3M | +12.3% | +18.3% | -6.0% | +8.6% |
| 6M | -5.2% | +10.6% | -15.8% | -7.3% |
| YTD | -4.0% | -2.2% | -1.7% | -3.8% |
| 1Y | -19.2% | -15.2% | -4.0% | -17.3% |
| 3Y | +20.3% | +13.1% | +7.2% | +21.0% |
| All | +20.3% | +11.8% | +8.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling