+75.6%
IGV vs MAGS
+188.2%
-112.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | -4.5% | +0.5% | -5.0% | -4.8% |
| 30D | +3.2% | +1.5% | +1.7% | +2.3% |
| 3M | +4.5% | +0.5% | +4.1% | +4.2% |
| 6M | +22.1% | +11.6% | +10.5% | +12.9% |
| YTD | -1.0% | +5.3% | -6.3% | -4.6% |
| 1Y | -2.1% | +14.9% | -17.0% | -11.1% |
| 3Y | +44.6% | +128.9% | -84.3% | -18.5% |
| All | +75.6% | +188.2% | -112.5% | -14.1% |
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 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