+990.2%
IBKR vs NLY
+81.8%
+908.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | -1.3% | -4.0% | +2.6% | +0.1% |
| 30D | -0.2% | -5.2% | +5.0% | +1.6% |
| 3M | +3.0% | +2.8% | +0.1% | +1.8% |
| 6M | +33.9% | +4.2% | +29.7% | +31.9% |
| YTD | +42.5% | +4.7% | +37.8% | +40.1% |
| 1Y | +44.9% | +12.7% | +32.1% | +38.7% |
| 3Y | +293.0% | +62.5% | +230.5% | +229.8% |
| 5Y | +497.7% | +26.3% | +471.3% | +441.2% |
| All | +990.2% | +81.8% | +908.4% | +906.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling