+189.1%
MAGS vs IBB
+65.2%
+123.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +1.0% |
| 7D | +3.0% | +1.6% | +1.4% | +2.2% |
| 30D | -7.3% | +6.7% | -14.0% | -10.1% |
| 3M | +1.7% | +6.3% | -4.6% | -1.6% |
| 6M | -0.4% | +23.9% | -24.3% | -11.3% |
| YTD | +4.4% | +26.6% | -22.2% | -8.5% |
| 1Y | +5.1% | +29.6% | -24.6% | -9.3% |
| 3Y | +122.6% | +86.1% | +36.6% | +55.9% |
| All | +189.1% | +65.2% | +123.8% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling