+932.6%
IGV vs AGNC
+625.5%
+307.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.5% |
| 7D | -5.4% | -4.4% | -1.0% | -3.8% |
| 30D | -2.6% | -5.4% | +2.8% | -0.6% |
| 3M | +10.5% | +3.5% | +7.1% | +9.1% |
| 6M | +18.2% | +1.7% | +16.5% | +17.0% |
| YTD | -4.2% | +3.9% | -8.1% | -6.1% |
| 1Y | -9.8% | +13.8% | -23.7% | -14.7% |
| 3Y | +39.1% | +63.3% | -24.2% | +13.8% |
| 5Y | +21.2% | +27.5% | -6.3% | +7.1% |
| 10Y | +361.5% | +83.8% | +277.7% | +244.9% |
| All | +932.6% | +625.5% | +307.0% | +295.1% |
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 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