+29.1%
IYR vs AGNC
+62.2%
-33.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.4% | -4.7% | +3.3% | +0.8% |
| 30D | -2.7% | -5.7% | +3.0% | 0.0% |
| 3M | -2.1% | +1.9% | -4.0% | -3.3% |
| 6M | +3.6% | +1.8% | +1.8% | +2.2% |
| YTD | +8.1% | +3.4% | +4.7% | +5.4% |
| 1Y | +4.7% | +13.6% | -8.9% | -2.8% |
| 3Y | +29.1% | +60.4% | -31.2% | +3.2% |
| All | +29.1% | +62.2% | -33.1% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling