+13.8%
AGNC vs IP
-22.6%
+36.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -4.4% | -5.9% | +1.5% | -3.4% |
| 30D | -5.4% | -17.0% | +11.6% | -2.4% |
| 3M | +3.5% | +8.9% | -5.4% | +1.8% |
| 6M | +1.7% | -10.0% | +11.7% | +3.1% |
| YTD | +3.9% | -9.8% | +13.6% | +5.1% |
| 1Y | +13.8% | -22.6% | +36.4% | +17.2% |
| All | +13.8% | -22.6% | +36.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling