-11.5%
IP vs AJG
+84.1%
-95.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | 0.0% | +3.4% | -3.3% | -1.0% |
| 30D | +9.4% | +21.5% | -12.1% | +3.2% |
| 3M | -14.1% | +12.3% | -26.3% | -17.2% |
| 6M | +9.2% | +43.0% | -33.8% | -2.5% |
| YTD | -7.5% | +10.2% | -17.8% | -10.8% |
| 1Y | -2.8% | +13.9% | -16.7% | -7.3% |
| 3Y | +21.2% | +17.2% | +4.1% | +12.0% |
| 5Y | -11.5% | +84.6% | -96.1% | -36.5% |
| All | -11.5% | +84.1% | -95.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling