+465.6%
IJR vs AGNC
+622.7%
-157.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.2% | -4.7% | +2.5% | 0.0% |
| 30D | -4.6% | -5.7% | +1.1% | -2.0% |
| 3M | +0.2% | +1.9% | -1.6% | -0.8% |
| 6M | +14.7% | +1.8% | +12.9% | +13.3% |
| YTD | +18.9% | +3.4% | +15.4% | +16.3% |
| 1Y | +19.9% | +13.6% | +6.3% | +12.2% |
| 3Y | +53.0% | +60.4% | -7.3% | +20.7% |
| 5Y | +40.9% | +27.0% | +13.9% | +21.6% |
| 10Y | +171.1% | +83.1% | +88.0% | +93.1% |
| All | +465.6% | +622.7% | -157.1% | +77.2% |
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