+9.0%
IBKR vs NLY
-1.3%
+10.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.5% |
| 7D | -1.4% | +2.9% | -4.3% | -2.9% |
| 30D | -13.6% | +4.6% | -18.2% | -15.7% |
| 3M | -11.8% | -14.1% | +2.3% | -4.1% |
| 6M | -12.7% | -10.7% | -2.0% | -7.2% |
| YTD | +18.3% | -7.0% | +25.2% | +20.8% |
| 1Y | +9.0% | -0.7% | +9.7% | +8.9% |
| All | +9.0% | -1.3% | +10.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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