+3.1%
MAGS vs IWD
+29.9%
-26.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +1.6% | -1.8% | -1.7% |
| 30D | -7.1% | +3.6% | -10.7% | -10.2% |
| 3M | -0.7% | +2.0% | -2.8% | -2.6% |
| 6M | -1.5% | +13.1% | -14.6% | -12.3% |
| YTD | +3.9% | +26.2% | -22.3% | -16.6% |
| 1Y | +3.1% | +29.6% | -26.5% | -19.1% |
| All | +3.1% | +29.9% | -26.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling