+93.0%
IWF vs MAGS
+184.9%
-91.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +2.8% | +1.7% | +1.1% | +1.7% |
| 30D | -7.5% | -5.8% | -1.8% | -3.6% |
| 3M | -8.5% | +0.2% | -8.7% | -8.6% |
| 6M | -7.4% | -2.7% | -4.8% | -5.8% |
| YTD | -2.6% | +4.1% | -6.7% | -5.6% |
| 1Y | -1.8% | +7.5% | -9.4% | -6.9% |
| 3Y | +65.5% | +122.0% | -56.6% | -2.9% |
| All | +93.0% | +184.9% | -91.9% | -1.7% |
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