+190.0%
MAGS vs IOVA
+56.2%
+133.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +1.2% | +5.1% | -3.8% | +1.0% |
| 30D | -0.1% | +37.2% | -37.3% | -1.6% |
| 3M | +3.8% | +117.5% | -113.7% | -0.4% |
| 6M | +13.2% | +69.6% | -56.3% | +9.4% |
| YTD | +4.7% | +218.7% | -214.0% | -2.1% |
| 1Y | +14.4% | +265.5% | -251.2% | +5.8% |
| 3Y | +128.6% | +46.2% | +82.3% | +114.9% |
| All | +190.0% | +56.2% | +133.8% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling