+80.6%
AGNC vs IWD
+203.8%
-123.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | -5.7% | -0.8% | -4.8% | -5.0% |
| 3M | +1.9% | +6.9% | -5.1% | -3.7% |
| 6M | +1.8% | +18.3% | -16.5% | -11.4% |
| YTD | +3.4% | +22.4% | -18.9% | -12.5% |
| 1Y | +13.6% | +27.4% | -13.8% | -7.1% |
| 3Y | +60.4% | +71.2% | -10.8% | +3.2% |
| 5Y | +27.0% | +75.7% | -48.7% | -19.6% |
| All | +80.6% | +203.8% | -123.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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