+70.0%
IGV vs MAGS
+184.9%
-115.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +2.3% | +1.7% | +0.7% | +1.2% |
| 30D | -6.0% | -5.8% | -0.2% | -2.0% |
| 3M | -4.8% | +0.2% | -5.0% | -4.8% |
| 6M | +14.2% | -2.7% | +16.9% | +16.3% |
| YTD | -4.2% | +4.1% | -8.3% | -6.9% |
| 1Y | -5.3% | +7.5% | -12.8% | -9.9% |
| 3Y | +38.8% | +122.0% | -83.3% | -20.2% |
| All | +70.0% | +184.9% | -115.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling