+5.0%
QQQI vs AGNC
-1.6%
+6.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -4.2% | +1.5% | -5.7% | -4.6% |
| 30D | -11.6% | +5.2% | -16.8% | -12.7% |
| 3M | -6.4% | -14.1% | +7.7% | -2.3% |
| 6M | -4.7% | -12.7% | +7.9% | -1.3% |
| YTD | +3.3% | -8.1% | +11.5% | +5.1% |
| 1Y | +5.0% | -1.3% | +6.4% | +5.0% |
| All | +5.0% | -1.6% | +6.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling