+356.7%
IP vs AJG
+12,164.7%
-11,808.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.8% |
| 7D | -5.3% | -1.8% | -3.4% | -4.6% |
| 30D | -10.9% | +4.6% | -15.5% | -12.5% |
| 3M | +11.2% | +24.9% | -13.7% | +1.4% |
| 6M | -10.2% | +17.2% | -27.4% | -16.3% |
| YTD | -2.0% | +2.2% | -4.1% | -4.1% |
| 1Y | -19.1% | -11.5% | -7.6% | -16.5% |
| 3Y | +20.9% | +16.7% | +4.2% | +9.7% |
| 5Y | -17.8% | +89.6% | -107.4% | -39.2% |
| 10Y | +23.5% | +512.4% | -488.9% | -40.8% |
| All | +356.7% | +12,164.7% | -11,808.0% | +13.2% |
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