-15.0%
IR vs AGNC
+7.1%
-22.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.9% |
| 7D | -1.9% | -1.0% | -0.9% | -1.2% |
| 30D | -15.0% | -1.2% | -13.8% | -14.3% |
| 3M | -0.4% | +5.4% | -5.8% | -4.3% |
| 6M | -15.0% | +6.7% | -21.8% | -19.3% |
| All | -15.0% | +7.1% | -22.2% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling