+80.6%
AGNC vs IRM
+440.8%
-360.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.2% |
| 30D | -5.7% | -7.4% | +1.7% | -3.3% |
| 3M | +1.9% | -7.4% | +9.2% | +4.1% |
| 6M | +1.8% | +8.7% | -6.9% | -2.2% |
| YTD | +3.4% | +40.9% | -37.5% | -9.9% |
| 1Y | +13.6% | +20.5% | -6.9% | +4.1% |
| 3Y | +60.4% | +101.7% | -41.3% | +17.4% |
| 5Y | +27.0% | +197.7% | -170.7% | -20.2% |
| All | +80.6% | +440.8% | -360.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling