+143.8%
IBM vs AGNC
+83.7%
+60.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.6% | -4.7% | +8.3% | +5.3% |
| 30D | +3.1% | -5.7% | +8.8% | +5.2% |
| 3M | -10.8% | +1.9% | -12.7% | -11.6% |
| 6M | -0.8% | +1.8% | -2.6% | -1.8% |
| YTD | -16.2% | +3.4% | -19.6% | -17.7% |
| 1Y | -2.9% | +13.6% | -16.5% | -7.7% |
| 3Y | +79.8% | +60.4% | +19.5% | +50.4% |
| 5Y | +124.9% | +27.0% | +97.9% | +102.6% |
| All | +143.8% | +83.7% | +60.1% | +98.1% |
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