+80.6%
AGNC vs ITOT
+303.4%
-222.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -4.7% | -0.9% | -3.8% | -4.0% |
| 30D | -5.7% | -1.5% | -4.2% | -4.6% |
| 3M | +1.9% | +3.6% | -1.7% | -0.8% |
| 6M | +1.8% | +13.7% | -11.9% | -7.4% |
| YTD | +3.4% | +12.9% | -9.5% | -5.5% |
| 1Y | +13.6% | +17.2% | -3.6% | +0.8% |
| 3Y | +60.4% | +75.6% | -15.3% | +4.9% |
| 5Y | +27.0% | +75.5% | -48.5% | -17.6% |
| All | +80.6% | +303.4% | -222.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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