+168.9%
IYR vs AGNC
+622.7%
-453.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.4% | -4.7% | +3.3% | +1.4% |
| 30D | -2.7% | -5.7% | +3.0% | +0.6% |
| 3M | -2.1% | +1.9% | -4.0% | -3.5% |
| 6M | +3.6% | +1.8% | +1.8% | +1.9% |
| YTD | +8.1% | +3.4% | +4.7% | +5.0% |
| 1Y | +4.7% | +13.6% | -8.9% | -3.9% |
| 3Y | +29.1% | +60.4% | -31.2% | -4.8% |
| 5Y | +6.9% | +27.0% | -20.0% | -12.0% |
| 10Y | +69.0% | +83.1% | -14.1% | +2.7% |
| All | +168.9% | +622.7% | -453.8% | -55.7% |
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