+26.4%
AGNC vs IVZ
+61.1%
-34.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -3.9% |
| 30D | -5.7% | +3.0% | -8.7% | -6.7% |
| 3M | +1.9% | +14.9% | -13.0% | -3.6% |
| 6M | +1.8% | +36.7% | -34.9% | -9.8% |
| YTD | +3.4% | +25.7% | -22.2% | -6.1% |
| 1Y | +13.6% | +47.7% | -34.1% | -3.4% |
| 3Y | +60.4% | +138.8% | -78.5% | +7.7% |
| All | +26.4% | +61.1% | -34.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling