+191.0%
MAGS vs IQV
+29.8%
+161.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | +0.8% | -2.6% | +3.4% | +1.4% |
| 30D | +0.4% | +6.2% | -5.8% | -0.9% |
| 3M | +5.6% | +38.0% | -32.4% | -2.2% |
| 6M | +12.3% | +43.9% | -31.6% | +2.6% |
| YTD | +5.1% | +14.0% | -8.9% | +1.3% |
| 1Y | +14.0% | +35.5% | -21.5% | +4.5% |
| 3Y | +129.4% | +20.3% | +109.0% | +110.3% |
| All | +191.0% | +29.8% | +161.2% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling