+363.6%
IBKR vs MAGS
+190.0%
+173.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.5% |
| 7D | -1.3% | +0.6% | -2.0% | -1.8% |
| 30D | -0.2% | +3.2% | -3.4% | -2.3% |
| 3M | +3.0% | +7.7% | -4.7% | -2.2% |
| 6M | +33.9% | +12.5% | +21.4% | +23.6% |
| YTD | +42.5% | +6.0% | +36.5% | +36.8% |
| 1Y | +44.9% | +14.4% | +30.5% | +32.8% |
| 3Y | +293.0% | +127.5% | +165.5% | +185.2% |
| All | +363.6% | +190.0% | +173.5% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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