+183.5%
MAGS vs IBB
+65.4%
+118.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.5% |
| 30D | -8.4% | +5.1% | -13.4% | -10.5% |
| 3M | -1.5% | +10.7% | -12.2% | -6.7% |
| 6M | -1.4% | +22.9% | -24.3% | -11.8% |
| YTD | +2.4% | +26.7% | -24.3% | -10.3% |
| 1Y | +3.5% | +35.1% | -31.6% | -12.7% |
| 3Y | +125.3% | +80.2% | +45.1% | +60.3% |
| All | +183.5% | +65.4% | +118.1% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling