+193.4%
MAGS vs IQV
+32.2%
+161.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +0.6% | -2.2% | +2.9% | +1.1% |
| 30D | +3.2% | +8.3% | -5.1% | +1.5% |
| 3M | +7.7% | +44.6% | -36.9% | -1.3% |
| 6M | +12.5% | +52.6% | -40.1% | +1.3% |
| YTD | +6.0% | +16.1% | -10.2% | +1.8% |
| 1Y | +14.4% | +37.3% | -22.9% | +4.7% |
| 3Y | +127.5% | +21.6% | +106.0% | +108.1% |
| All | +193.4% | +32.2% | +161.2% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling