+19.6%
AGNC vs IQV
+46.0%
-26.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -1.2% | +2.3% | -3.5% | -1.5% |
| 30D | +0.9% | +13.4% | -12.5% | -0.5% |
| 3M | +7.0% | +43.3% | -36.3% | +3.1% |
| 6M | +3.9% | +50.5% | -46.6% | -0.5% |
| YTD | +8.5% | +18.8% | -10.3% | +4.5% |
| 1Y | +19.6% | +45.5% | -25.9% | +11.5% |
| All | +19.6% | +46.0% | -26.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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