+64.4%
IBIT vs AGNC
+50.6%
+13.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.2% | -4.7% | +1.5% | -0.7% |
| 30D | +22.0% | -5.7% | +27.6% | +25.8% |
| 3M | +21.4% | +1.9% | +19.6% | +19.8% |
| 6M | +9.2% | +1.8% | +7.4% | +7.5% |
| YTD | -11.8% | +3.4% | -15.3% | -13.7% |
| 1Y | -32.7% | +13.6% | -46.3% | -37.5% |
| All | +64.4% | +50.6% | +13.8% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling