+990.2%
IBKR vs AGNC
+83.7%
+906.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.3% | -4.7% | +3.3% | +0.4% |
| 30D | -0.2% | -5.7% | +5.4% | +1.9% |
| 3M | +3.0% | +1.9% | +1.1% | +2.0% |
| 6M | +33.9% | +1.8% | +32.1% | +32.7% |
| YTD | +42.5% | +3.4% | +39.1% | +40.5% |
| 1Y | +44.9% | +13.6% | +31.3% | +38.2% |
| 3Y | +293.0% | +60.4% | +232.6% | +229.8% |
| 5Y | +497.7% | +27.0% | +470.7% | +445.2% |
| All | +990.2% | +83.7% | +906.5% | +851.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling