+38.9%
IGV vs MAGS
+126.5%
-87.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -1.5% | +0.8% | -2.4% | -2.1% |
| 30D | -3.0% | +0.4% | -3.4% | -3.2% |
| 3M | +9.6% | +5.6% | +4.0% | +5.5% |
| 6M | +16.1% | +12.3% | +3.8% | +7.0% |
| YTD | -3.6% | +5.1% | -8.7% | -7.0% |
| 1Y | -7.8% | +14.0% | -21.8% | -15.9% |
| All | +38.9% | +126.5% | -87.7% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling