+39.1%
AGNC vs ROIV
+288.8%
-249.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -4.7% | +16.9% | -21.6% | -6.0% |
| 30D | -5.7% | +12.9% | -18.6% | -6.7% |
| 3M | +1.9% | +37.3% | -35.4% | -0.9% |
| 6M | +1.8% | +38.0% | -36.2% | -1.1% |
| YTD | +3.4% | +88.1% | -84.7% | -2.1% |
| 1Y | +13.6% | +183.3% | -169.7% | +4.0% |
| 3Y | +60.4% | +254.6% | -194.3% | +42.9% |
| 5Y | +27.0% | +309.8% | -282.9% | +6.6% |
| All | +39.1% | +288.8% | -249.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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