+188.2%
MAGS vs IVZ
+112.5%
+75.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.1% |
| 7D | +1.7% | +7.6% | -5.9% | -1.0% |
| 30D | -5.8% | +4.3% | -10.1% | -7.3% |
| 3M | +0.2% | -9.3% | +9.6% | +3.5% |
| 6M | -2.7% | +5.2% | -7.9% | -5.0% |
| YTD | +4.1% | +13.4% | -9.4% | -1.8% |
| 1Y | +7.5% | +25.4% | -17.9% | -2.4% |
| 3Y | +122.0% | +152.5% | -30.5% | +56.6% |
| All | +188.2% | +112.5% | +75.8% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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