0.0%
AGNC vs IBB
+42.2%
-42.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.0% |
| 7D | +1.5% | +2.2% | -0.7% | +0.7% |
| 30D | +3.9% | +6.3% | -2.4% | +1.6% |
| 3M | -13.5% | +16.3% | -29.8% | -18.6% |
| 6M | -10.6% | +30.0% | -40.6% | -19.7% |
| YTD | -7.2% | +31.1% | -38.3% | -17.3% |
| 1Y | 0.0% | +42.0% | -42.0% | -12.6% |
| All | 0.0% | +42.2% | -42.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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