+71.2%
AGNC vs IP
+24.1%
+47.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -0.4% | -11.2% | +10.9% | +1.7% |
| 3M | +9.2% | +12.3% | -3.1% | +6.6% |
| 6M | +7.4% | -5.2% | +12.7% | +7.7% |
| YTD | +8.8% | -4.0% | +12.8% | +8.6% |
| 1Y | +18.3% | -19.2% | +37.5% | +21.4% |
| 3Y | +71.2% | +20.3% | +50.8% | +63.5% |
| All | +71.2% | +24.1% | +47.1% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling