+791.8%
IWM vs AJG
+2,579.2%
-1,787.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.1% |
| 7D | -1.1% | -7.4% | +6.2% | +2.2% |
| 30D | -3.1% | -3.0% | -0.1% | -2.0% |
| 3M | +2.2% | +12.8% | -10.6% | -4.3% |
| 6M | +15.1% | +12.8% | +2.2% | +6.9% |
| YTD | +18.6% | -4.7% | +23.3% | +18.2% |
| 1Y | +24.0% | -17.2% | +41.2% | +31.3% |
| 3Y | +63.7% | +10.2% | +53.5% | +47.7% |
| 5Y | +38.2% | +76.9% | -38.7% | -1.6% |
| 10Y | +171.7% | +480.5% | -308.8% | +11.2% |
| All | +791.8% | +2,579.2% | -1,787.4% | +125.0% |
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