+191.5%
MAGS vs IBB
+64.1%
+127.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | +1.5% | +10.5% | -9.0% | -3.6% |
| 3M | +0.5% | +23.6% | -23.2% | -10.4% |
| 6M | +11.6% | +22.6% | -11.0% | -0.2% |
| YTD | +5.3% | +25.7% | -20.4% | -7.3% |
| 1Y | +14.9% | +51.4% | -36.5% | -9.3% |
| 3Y | +128.9% | +64.4% | +64.5% | +70.1% |
| All | +191.5% | +64.1% | +127.5% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling