-17.5%
IP vs AJG
+84.4%
-101.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.8% |
| 7D | +0.1% | -3.8% | +3.9% | +1.2% |
| 30D | -11.2% | +1.6% | -12.9% | -11.7% |
| 3M | +12.3% | +18.6% | -6.3% | +6.4% |
| 6M | -5.2% | +10.9% | -16.1% | -8.5% |
| YTD | -4.0% | -2.0% | -2.0% | -3.9% |
| 1Y | -19.2% | -14.9% | -4.3% | -15.6% |
| 3Y | +20.3% | +13.4% | +6.9% | +11.0% |
| 5Y | -17.5% | +83.2% | -100.7% | -39.3% |
| All | -17.5% | +84.4% | -101.9% | -39.3% |
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