Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVR (Invesco Mortgage Capital Inc.) | 2.20% | 30.93% | 9.80% | -10.45% | -13.62% | -7.83% | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/01/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVR (Invesco Mortgage Capital Inc.) | 07/01/2009 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 30.93 | 9.80 | -10.45 | -13.62 | -7.83 | NA | … | … | 2.20 | 24.87 | 9.03 | -14.30 | -44.56 | -9.34 | -78.67 | 28.97 | -6.80 | 34.61 | 35.68 | -9.77 | 18.52 | -14.92 | 60.48 | -22.87 | 12.38 | 25.69 |
| Sharpe Ratio | NA | 1.10 | 0.25 | -0.37 | -0.27 | NA | NA | … | … | -0.04 | 0.83 | 0.22 | -0.49 | -0.85 | -0.24 | -0.52 | 2.24 | -0.48 | 2.45 | 1.49 | -0.59 | 1.35 | -0.58 | 2.86 | -0.73 | 0.58 | 3.01 |
| Standard Deviation(%) | NA | 22.76 | 27.87 | 36.45 | 56.23 | NA | NA | … | … | 24.86 | 26.45 | 25.10 | 36.87 | 54.32 | 38.49 | 152.38 | 12.28 | 17.06 | 13.93 | 23.85 | 16.52 | 13.70 | 25.64 | 21.38 | 31.43 | 21.13 | 19.04 |
| Draw Down(%) | NA | 16.54 | 45.38 | 77.65 | 94.21 | NA | NA | … | … | 16.54 | 25.89 | 15.30 | 53.38 | 65.24 | 33.64 | 89.21 | 10.17 | 14.07 | 6.91 | 23.95 | 20.77 | 10.41 | 30.51 | 15.31 | 36.84 | 18.39 | 8.79 |
| Yield(%) | 0.00 | 21.93 | 15.15 | 46.07 | 10.52 | 7.93 | 8.42 | … | … | 7.08 | 16.91 | 18.45 | 17.10 | 59.25 | 10.61 | 1.01 | 12.61 | 12.27 | 11.02 | 15.94 | 10.86 | 13.12 | 11.00 | 18.14 | 15.67 | 15.24 | 8.51 |
Data as of 06/04/2026, Common starting date is 07/01/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVR (Invesco Mortgage Capital Inc.) |
-53.79%
Sep 2019 – Sep 2022 |
-38.70%
Oct 2018 – Oct 2023 |
-16.93%
Oct 2013 – Oct 2023 |
-8.57%
Mar 2010 – Mar 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVR (Invesco Mortgage Capital Inc.) |
27.47%
Jan 2016 – Jan 2019 |
15.96%
Jan 2015 – Jan 2020 |
11.78%
Oct 2009 – Oct 2019 |
-7.01%
Aug 2009 – Aug 2024 |
Annualized Rolling Returns Comparison Chart