+56.4%
IJR vs MAGS
+187.7%
-131.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | -3.6% | +0.4% | -4.0% | -3.8% |
| 3M | +2.3% | +5.6% | -3.3% | -0.2% |
| 6M | +14.3% | +12.3% | +2.0% | +8.4% |
| YTD | +19.3% | +5.1% | +14.2% | +16.2% |
| 1Y | +22.6% | +14.0% | +8.6% | +15.2% |
| 3Y | +53.5% | +129.4% | -75.8% | +10.9% |
| All | +56.4% | +187.7% | -131.3% | +2.8% |
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