+719.9%
IWF vs AJG
+2,535.8%
-1,815.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.9% | -8.3% | +7.3% | +2.1% |
| 30D | -1.7% | -5.7% | +3.9% | +0.1% |
| 3M | +0.7% | +9.1% | -8.4% | -3.5% |
| 6M | +8.6% | +15.2% | -6.7% | +1.5% |
| YTD | +3.5% | -6.3% | +9.8% | +3.8% |
| 1Y | +7.0% | -19.1% | +26.1% | +12.8% |
| 3Y | +76.3% | +8.2% | +68.1% | +63.1% |
| 5Y | +74.8% | +75.6% | -0.9% | +33.8% |
| 10Y | +420.5% | +471.1% | -50.6% | +162.2% |
| All | +719.9% | +2,535.8% | -1,815.9% | +188.4% |
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 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