+368.9%
IAU vs AGNC
+622.7%
-253.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.0% | -4.7% | +2.7% | -1.7% |
| 30D | -1.5% | -5.7% | +4.1% | -1.1% |
| 3M | +3.3% | +1.9% | +1.4% | +3.1% |
| 6M | -16.2% | +1.8% | -18.0% | -16.3% |
| YTD | +0.7% | +3.4% | -2.8% | +0.5% |
| 1Y | +19.2% | +13.6% | +5.6% | +18.4% |
| 3Y | +124.4% | +60.4% | +64.0% | +118.3% |
| 5Y | +140.0% | +27.0% | +113.1% | +134.9% |
| 10Y | +218.9% | +83.1% | +135.8% | +205.6% |
| All | +368.9% | +622.7% | -253.8% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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