+33.5%
AGNC vs IP
-17.3%
+50.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -0.4% | -11.2% | +10.9% | +2.5% |
| 3M | +9.2% | +12.3% | -3.1% | +5.3% |
| 6M | +7.4% | -5.2% | +12.7% | +7.7% |
| YTD | +8.8% | -4.0% | +12.8% | +8.3% |
| 1Y | +18.3% | -19.2% | +37.5% | +22.8% |
| 3Y | +71.2% | +20.3% | +50.8% | +47.6% |
| All | +33.5% | -17.3% | +50.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling