+26.4%
AGNC vs INVH
-20.2%
+46.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.7% | -3.0% | -1.7% | -3.3% |
| 30D | -5.7% | -7.5% | +1.9% | -2.2% |
| 3M | +1.9% | -5.5% | +7.4% | +4.4% |
| 6M | +1.8% | +11.7% | -9.9% | -3.8% |
| YTD | +3.4% | +1.3% | +2.1% | +2.0% |
| 1Y | +13.6% | -6.1% | +19.7% | +16.1% |
| 3Y | +60.4% | -9.8% | +70.1% | +64.3% |
| All | +26.4% | -20.2% | +46.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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