+60.5%
IEF vs AGNC
+622.7%
-562.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.3% | -4.7% | +3.4% | -1.3% |
| 30D | -1.7% | -5.7% | +3.9% | -1.7% |
| 3M | -2.5% | +1.9% | -4.4% | -2.6% |
| 6M | -3.3% | +1.8% | -5.1% | -3.3% |
| YTD | -2.8% | +3.4% | -6.3% | -2.9% |
| 1Y | -2.7% | +13.6% | -16.3% | -2.9% |
| 3Y | +8.9% | +60.4% | -51.5% | +8.4% |
| 5Y | -9.4% | +27.0% | -36.4% | -10.3% |
| 10Y | +3.7% | +83.1% | -79.4% | +3.4% |
| All | +60.5% | +622.7% | -562.2% | +75.5% |
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 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