+628.3%
AGNC vs IWF
+916.6%
-288.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | -5.7% | -1.7% | -3.9% | -4.8% |
| 3M | +1.9% | +0.7% | +1.2% | +1.2% |
| 6M | +1.8% | +8.6% | -6.8% | -3.1% |
| YTD | +3.4% | +3.5% | -0.1% | +1.0% |
| 1Y | +13.6% | +7.0% | +6.6% | +8.5% |
| 3Y | +60.4% | +76.3% | -16.0% | +13.0% |
| 5Y | +27.0% | +74.8% | -47.8% | -11.4% |
| 10Y | +83.1% | +420.5% | -337.4% | -34.8% |
| All | +628.3% | +916.6% | -288.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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