+82.2%
IVV vs AGNC
+27.2%
+55.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -0.4% |
| 30D | -1.6% | -5.4% | +3.7% | +0.3% |
| 3M | +4.8% | +3.5% | +1.3% | +3.3% |
| 6M | +12.6% | +1.7% | +10.8% | +11.5% |
| YTD | +11.8% | +3.9% | +7.9% | +9.6% |
| 1Y | +17.6% | +13.8% | +3.7% | +11.4% |
| 3Y | +77.0% | +63.3% | +13.7% | +46.2% |
| All | +82.2% | +27.2% | +55.0% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling