+188.3%
ITW vs AGNC
+83.7%
+104.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -4.7% | +4.0% | +1.3% |
| 30D | -8.3% | -5.7% | -2.7% | -6.1% |
| 3M | +6.0% | +1.9% | +4.2% | +5.1% |
| 6M | 0.0% | +1.8% | -1.8% | -1.1% |
| YTD | +10.2% | +3.4% | +6.8% | +8.3% |
| 1Y | +3.2% | +13.6% | -10.4% | -2.7% |
| 3Y | +21.0% | +60.4% | -39.4% | -2.1% |
| 5Y | +37.9% | +27.0% | +10.9% | +21.6% |
| All | +188.3% | +83.7% | +104.6% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling