+482.2%
ICE vs AGNC
+622.7%
-140.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.4% | -4.7% | +2.3% | -0.1% |
| 30D | +4.0% | -5.7% | +9.7% | +7.0% |
| 3M | +13.7% | +1.9% | +11.8% | +12.4% |
| 6M | +0.9% | +1.8% | -0.9% | -0.6% |
| YTD | -2.1% | +3.4% | -5.6% | -4.9% |
| 1Y | -9.5% | +13.6% | -23.1% | -16.2% |
| 3Y | +42.1% | +60.4% | -18.3% | +7.9% |
| 5Y | +41.4% | +27.0% | +14.4% | +17.7% |
| 10Y | +216.7% | +83.1% | +133.6% | +93.6% |
| All | +482.2% | +622.7% | -140.5% | -26.2% |
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 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