+26.4%
AGNC vs IDXX
-26.5%
+53.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | -5.7% | +1.0% | -3.1% |
| 30D | -5.7% | -11.5% | +5.9% | -2.5% |
| 3M | +1.9% | -9.5% | +11.4% | +4.4% |
| 6M | +1.8% | -16.0% | +17.8% | +6.3% |
| YTD | +3.4% | -25.4% | +28.8% | +11.4% |
| 1Y | +13.6% | -21.8% | +35.4% | +20.1% |
| 3Y | +60.4% | +7.0% | +53.3% | +48.1% |
| All | +26.4% | -26.5% | +53.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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