0.0%
AGNC vs IVZ
+30.5%
-30.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +3.0% |
| 7D | +1.5% | +2.6% | -1.2% | +0.9% |
| 30D | +3.9% | -3.5% | +7.4% | +4.6% |
| 3M | -13.5% | -7.4% | -6.1% | -12.2% |
| 6M | -10.6% | +14.7% | -25.3% | -13.8% |
| YTD | -7.2% | +14.6% | -21.8% | -12.0% |
| 1Y | 0.0% | +30.7% | -30.7% | -6.6% |
| All | 0.0% | +30.5% | -30.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling