+316.2%
IP vs AJG
+12,880.4%
-12,564.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | -0.9% | -3.8% | +2.9% | +0.6% |
| 30D | +6.7% | +19.1% | -12.4% | -0.3% |
| 3M | -16.6% | +8.8% | -25.4% | -19.5% |
| 6M | +6.0% | +41.3% | -35.3% | -8.1% |
| YTD | -10.7% | +8.1% | -18.8% | -14.7% |
| 1Y | -6.7% | +9.6% | -16.3% | -11.5% |
| 3Y | +17.1% | +15.0% | +2.2% | +6.9% |
| 5Y | -14.6% | +76.2% | -90.7% | -34.9% |
| 10Y | +19.9% | +528.7% | -508.8% | -43.4% |
| All | +316.2% | +12,880.4% | -12,564.2% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling