+48.9%
AGNC vs IP
+19.1%
+29.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.7% |
| 7D | -7.0% | -0.9% | -6.2% | -6.8% |
| 30D | -3.5% | +6.7% | -10.2% | -5.4% |
| 3M | -21.8% | -16.6% | -5.2% | -17.7% |
| 6M | -18.0% | +6.0% | -24.0% | -20.3% |
| YTD | -14.2% | -10.7% | -3.5% | -13.2% |
| 1Y | -7.8% | -6.7% | -1.1% | -8.1% |
| 3Y | +51.0% | +17.1% | +33.9% | +32.4% |
| 5Y | +3.6% | -14.6% | +18.1% | -0.2% |
| All | +48.9% | +19.1% | +29.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling