+61.0%
AGNC vs IWD
+69.4%
-8.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.8% |
| 7D | -4.4% | -2.3% | -2.1% | -2.1% |
| 30D | -5.4% | -1.8% | -3.6% | -3.7% |
| 3M | +3.5% | +8.0% | -4.6% | -4.4% |
| 6M | +1.7% | +17.0% | -15.3% | -13.3% |
| YTD | +3.9% | +21.3% | -17.4% | -14.7% |
| 1Y | +13.8% | +27.9% | -14.1% | -11.6% |
| All | +61.0% | +69.4% | -8.4% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling