+631.2%
AGNC vs IAG
+252.9%
+378.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.9% |
| 7D | -4.4% | -4.1% | -0.3% | -4.1% |
| 30D | -5.4% | +10.6% | -16.0% | -6.3% |
| 3M | +3.5% | +35.4% | -31.9% | +0.6% |
| 6M | +1.7% | -9.5% | +11.3% | +1.8% |
| YTD | +3.9% | +21.8% | -18.0% | +1.1% |
| 1Y | +13.8% | +84.1% | -70.3% | +6.6% |
| 3Y | +63.3% | +817.4% | -754.0% | +30.4% |
| 5Y | +27.5% | +830.1% | -802.6% | -1.2% |
| 10Y | +83.8% | +413.8% | -330.0% | +41.5% |
| All | +631.2% | +252.9% | +378.3% | +396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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