+664.2%
AGNC vs IP
+201.5%
+462.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | -1.2% | -5.3% | +4.1% | +0.1% |
| 30D | +0.9% | -10.9% | +11.8% | +3.8% |
| 3M | +7.0% | +11.2% | -4.2% | +3.4% |
| 6M | +3.9% | -10.2% | +14.1% | +5.5% |
| YTD | +8.5% | -2.0% | +10.5% | +7.3% |
| 1Y | +19.6% | -19.1% | +38.6% | +23.6% |
| 3Y | +66.1% | +20.9% | +45.2% | +50.1% |
| 5Y | +31.8% | -17.8% | +49.6% | +30.6% |
| 10Y | +87.0% | +23.5% | +63.5% | +59.8% |
| All | +664.2% | +201.5% | +462.7% | +423.3% |
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