+70.0%
IGV vs MAGS
+187.1%
-117.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -4.2% |
| 30D | -2.6% | +1.1% | -3.7% | -3.2% |
| 3M | +10.5% | +7.7% | +2.8% | +5.0% |
| 6M | +18.2% | +11.7% | +6.5% | +9.3% |
| YTD | -4.2% | +4.9% | -9.1% | -7.4% |
| 1Y | -9.8% | +14.3% | -24.2% | -17.9% |
| 3Y | +39.1% | +128.9% | -89.8% | -21.6% |
| All | +70.0% | +187.1% | -117.1% | -16.6% |
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