+26.4%
AGNC vs IQV
-0.1%
+26.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -4.7% | -2.2% | -2.5% | -4.1% |
| 30D | -5.7% | +8.3% | -14.0% | -8.1% |
| 3M | +1.9% | +44.6% | -42.7% | -9.8% |
| 6M | +1.8% | +52.6% | -50.8% | -12.0% |
| YTD | +3.4% | +16.1% | -12.7% | -3.0% |
| 1Y | +13.6% | +37.3% | -23.7% | -0.4% |
| 3Y | +60.4% | +21.6% | +38.8% | +41.8% |
| All | +26.4% | -0.1% | +26.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling