+53.0%
IJR vs MAGS
+128.4%
-75.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -4.6% | +3.2% | -7.8% | -5.9% |
| 3M | +0.2% | +7.7% | -7.4% | -3.2% |
| 6M | +14.7% | +12.5% | +2.3% | +8.5% |
| YTD | +18.9% | +6.0% | +12.9% | +15.3% |
| 1Y | +19.9% | +14.4% | +5.6% | +12.2% |
| 3Y | +53.0% | +127.5% | -74.5% | +8.0% |
| All | +53.0% | +128.4% | -75.4% | +8.0% |
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