+11.0%
IP vs MAGS
+180.2%
-169.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | +8.5% | -8.4% | +16.9% | +11.0% |
| 3M | -13.8% | -1.5% | -12.3% | -13.6% |
| 6M | +5.7% | -1.4% | +7.1% | +5.9% |
| YTD | -9.1% | +2.4% | -11.5% | -10.2% |
| 1Y | -0.8% | +3.5% | -4.3% | -2.4% |
| 3Y | +14.8% | +125.3% | -110.5% | +2.4% |
| All | +11.0% | +180.2% | -169.3% | +2.5% |
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