+628.3%
AGNC vs IVZ
+125.1%
+503.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.7% | -2.4% | -2.3% | -4.1% |
| 30D | -5.7% | +3.0% | -8.7% | -6.5% |
| 3M | +1.9% | +14.9% | -13.0% | -2.2% |
| 6M | +1.8% | +36.7% | -34.9% | -6.9% |
| YTD | +3.4% | +25.7% | -22.2% | -3.6% |
| 1Y | +13.6% | +47.7% | -34.1% | +1.0% |
| 3Y | +60.4% | +138.8% | -78.5% | +22.7% |
| 5Y | +27.0% | +62.1% | -35.1% | +5.3% |
| 10Y | +83.1% | +64.3% | +18.8% | +38.4% |
| All | +628.3% | +125.1% | +503.2% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling