+506.3%
AGNC vs IP
+178.7%
+327.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -3.1% | +7.9% | -11.0% | -5.1% |
| 3M | -22.1% | -15.3% | -6.7% | -18.8% |
| 6M | -16.9% | +10.5% | -27.4% | -19.7% |
| YTD | -13.9% | -9.4% | -4.5% | -13.3% |
| 1Y | -6.9% | -4.6% | -2.3% | -7.6% |
| 3Y | +50.9% | +21.2% | +29.6% | +36.0% |
| 5Y | +3.9% | -13.3% | +17.3% | +1.5% |
| 10Y | +47.4% | +21.6% | +25.8% | +26.7% |
| All | +506.3% | +178.7% | +327.5% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling