+80.6%
AGNC vs ITUB
+220.1%
-139.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.7% | +2.2% | -6.9% | -5.2% |
| 30D | -5.7% | +12.6% | -18.3% | -8.3% |
| 3M | +1.9% | +6.4% | -4.6% | +0.2% |
| 6M | +1.8% | +0.6% | +1.2% | +1.3% |
| YTD | +3.4% | +18.8% | -15.4% | -1.0% |
| 1Y | +13.6% | +31.0% | -17.4% | +6.1% |
| 3Y | +60.4% | +118.1% | -57.7% | +32.5% |
| 5Y | +27.0% | +193.0% | -166.1% | -4.1% |
| All | +80.6% | +220.1% | -139.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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