+654.1%
AGNC vs IBB
+726.2%
-72.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -1.0% | -3.9% | +2.9% | +0.4% |
| 30D | -1.2% | +2.7% | -4.0% | -2.4% |
| 3M | +5.4% | +21.4% | -16.0% | -2.3% |
| 6M | +6.7% | +20.1% | -13.4% | -0.7% |
| YTD | +7.1% | +21.9% | -14.8% | -1.1% |
| 1Y | +16.3% | +44.1% | -27.9% | +0.6% |
| 3Y | +68.5% | +63.4% | +5.1% | +38.8% |
| 5Y | +31.4% | +19.8% | +11.6% | +19.1% |
| 10Y | +89.6% | +127.0% | -37.4% | +34.4% |
| All | +654.1% | +726.2% | -72.1% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling