+189.1%
MAGS vs IOVA
+37.0%
+152.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.6% | +0.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | -7.3% | -47.4% | +40.1% | -5.1% |
| 3M | +1.7% | +13.2% | -11.5% | +0.4% |
| 6M | -0.4% | +114.3% | -114.7% | -5.1% |
| YTD | +4.4% | +179.5% | -175.1% | -2.4% |
| 1Y | +5.1% | +200.4% | -195.3% | -2.3% |
| 3Y | +122.6% | +92.2% | +30.4% | +109.6% |
| All | +189.1% | +37.0% | +152.1% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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