+106.5%
IWF vs MAGS
+186.6%
-80.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.5% | +1.2% | +0.3% | +0.6% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +0.1% | +3.8% | -3.7% | -2.6% |
| 6M | +10.3% | +13.2% | -3.0% | +0.9% |
| YTD | +4.2% | +4.7% | -0.6% | +0.5% |
| 1Y | +9.3% | +14.4% | -5.1% | -0.8% |
| 3Y | +79.3% | +128.6% | -49.2% | +3.1% |
| All | +106.5% | +186.6% | -80.1% | +4.6% |
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