+75.1%
IWF vs AJG
+74.4%
+0.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -0.9% | -8.3% | +7.3% | +1.4% |
| 30D | -1.7% | -5.7% | +3.9% | -0.3% |
| 3M | +0.7% | +9.1% | -8.4% | -3.1% |
| 6M | +8.6% | +15.2% | -6.7% | +2.2% |
| YTD | +3.5% | -6.3% | +9.8% | +4.6% |
| 1Y | +7.0% | -19.1% | +26.1% | +14.6% |
| 3Y | +76.3% | +8.2% | +68.1% | +54.1% |
| All | +75.1% | +74.4% | +0.7% | +5.4% |
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