+666.3%
AGNC vs IWD
+395.4%
+270.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +0.8% | -0.2% | +0.9% | +0.9% |
| 30D | -0.4% | -0.8% | +0.4% | +0.2% |
| 3M | +9.2% | +8.0% | +1.2% | +3.5% |
| 6M | +7.4% | +18.2% | -10.8% | -4.2% |
| YTD | +8.8% | +22.3% | -13.5% | -5.1% |
| 1Y | +18.3% | +28.9% | -10.6% | -0.6% |
| 3Y | +71.2% | +71.5% | -0.4% | +19.1% |
| 5Y | +34.8% | +73.6% | -38.8% | -6.4% |
| 10Y | +85.8% | +194.7% | -108.9% | -7.6% |
| All | +666.3% | +395.4% | +270.9% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling