+37.9%
IWM vs AJG
+74.4%
-36.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -2.4% | -8.3% | +5.9% | 0.0% |
| 30D | -4.6% | -5.7% | +1.1% | -3.1% |
| 3M | -0.3% | +9.1% | -9.4% | -3.8% |
| 6M | +14.7% | +15.2% | -0.5% | +8.2% |
| YTD | +17.8% | -6.3% | +24.1% | +19.3% |
| 1Y | +21.2% | -19.1% | +40.3% | +30.1% |
| 3Y | +62.3% | +8.2% | +54.1% | +45.6% |
| All | +37.9% | +74.4% | -36.4% | -9.7% |
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 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