+26.4%
AGNC vs IBB
+18.1%
+8.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -4.7% | -4.2% | -0.5% | -2.5% |
| 30D | -5.7% | +1.1% | -6.8% | -6.5% |
| 3M | +1.9% | +19.0% | -17.2% | -7.8% |
| 6M | +1.8% | +18.9% | -17.1% | -7.9% |
| YTD | +3.4% | +20.3% | -16.9% | -7.4% |
| 1Y | +13.6% | +41.5% | -27.9% | -7.5% |
| 3Y | +60.4% | +60.3% | +0.1% | +19.8% |
| All | +26.4% | +18.1% | +8.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling