+213.7%
ICE vs AGNC
+83.7%
+130.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.0% |
| 30D | +4.0% | -5.7% | +9.7% | +5.8% |
| 3M | +13.7% | +1.9% | +11.8% | +12.9% |
| 6M | +0.9% | +1.8% | -0.9% | 0.0% |
| YTD | -2.1% | +3.4% | -5.6% | -3.7% |
| 1Y | -9.5% | +13.6% | -23.1% | -13.6% |
| 3Y | +42.1% | +60.4% | -18.3% | +20.5% |
| 5Y | +41.4% | +27.0% | +14.4% | +27.1% |
| All | +213.7% | +83.7% | +130.0% | +163.2% |
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