+50.4%
IJH vs MAGS
+128.4%
-78.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -4.6% | +3.2% | -7.9% | -5.9% |
| 3M | -1.2% | +7.7% | -8.8% | -4.4% |
| 6M | +9.4% | +12.5% | -3.0% | +3.7% |
| YTD | +13.3% | +6.0% | +7.4% | +10.0% |
| 1Y | +13.4% | +14.4% | -1.0% | +6.3% |
| 3Y | +50.4% | +127.5% | -77.1% | +7.4% |
| All | +50.4% | +128.4% | -78.0% | +7.4% |
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