+125.2%
MAGS vs IQV
+20.0%
+105.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.8% | -5.3% | +3.5% | -0.7% |
| 30D | +1.1% | +5.5% | -4.4% | -0.1% |
| 3M | +7.7% | +41.2% | -33.5% | -0.8% |
| 6M | +11.7% | +50.5% | -38.8% | +0.8% |
| YTD | +4.9% | +14.1% | -9.3% | +1.1% |
| 1Y | +14.3% | +39.9% | -25.6% | +3.8% |
| All | +125.2% | +20.0% | +105.2% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 3y: compounded portfolio wealth divided by compounded IQV 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…
3y analysis · Full analysis span regression · 6 months rolling