+213.8%
AGNC vs IOVA
-92.2%
+306.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -3.0% |
| 7D | -4.4% | -6.4% | +2.0% | -4.4% |
| 30D | -5.4% | +25.4% | -30.8% | -5.4% |
| 3M | +3.5% | +115.3% | -111.9% | +3.2% |
| 6M | +1.7% | +56.5% | -54.8% | +1.5% |
| YTD | +3.9% | +198.2% | -194.3% | +3.5% |
| 1Y | +13.8% | +242.0% | -228.2% | +13.4% |
| 3Y | +63.3% | +36.8% | +26.5% | +62.8% |
| 5Y | +27.5% | -64.3% | +91.7% | +26.7% |
| 10Y | +83.8% | +2.6% | +81.2% | +87.0% |
| All | +213.8% | -92.2% | +306.1% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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