+631.2%
AGNC vs IRM
+944.2%
-313.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.4% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | -5.4% | -7.8% | +2.4% | -3.1% |
| 3M | +3.5% | -7.9% | +11.3% | +5.7% |
| 6M | +1.7% | +6.3% | -4.6% | -1.1% |
| YTD | +3.9% | +38.2% | -34.3% | -7.5% |
| 1Y | +13.8% | +19.8% | -6.0% | +5.6% |
| 3Y | +63.3% | +98.8% | -35.4% | +26.1% |
| 5Y | +27.5% | +191.8% | -164.3% | -13.6% |
| 10Y | +83.8% | +428.8% | -345.0% | -0.2% |
| All | +631.2% | +944.2% | -313.0% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling