+628.3%
AGNC vs ITOT
+638.1%
-9.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -4.7% | -0.9% | -3.8% | -4.1% |
| 30D | -5.7% | -1.5% | -4.2% | -4.7% |
| 3M | +1.9% | +3.6% | -1.7% | -0.6% |
| 6M | +1.8% | +13.7% | -11.9% | -6.6% |
| YTD | +3.4% | +12.9% | -9.5% | -4.7% |
| 1Y | +13.6% | +17.2% | -3.6% | +2.0% |
| 3Y | +60.4% | +75.6% | -15.3% | +9.5% |
| 5Y | +27.0% | +75.5% | -48.5% | -13.4% |
| 10Y | +83.1% | +302.0% | -218.9% | -26.6% |
| All | +628.3% | +638.1% | -9.8% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling