+142.3%
IEMG vs AGNC
+87.8%
+54.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -4.7% | +3.4% | +0.3% |
| 30D | +1.9% | -5.7% | +7.6% | +3.9% |
| 3M | +1.4% | +1.9% | -0.4% | +0.6% |
| 6M | +15.2% | +1.8% | +13.4% | +14.4% |
| YTD | +23.8% | +3.4% | +20.4% | +22.3% |
| 1Y | +30.7% | +13.6% | +17.1% | +25.1% |
| 3Y | +83.3% | +60.4% | +22.9% | +55.6% |
| 5Y | +48.8% | +27.0% | +21.8% | +34.3% |
| 10Y | +142.8% | +83.1% | +59.7% | +90.5% |
| All | +142.3% | +87.8% | +54.5% | +83.8% |
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