+143.8%
IBM vs NLY
+81.8%
+62.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.1% |
| 7D | +3.6% | -4.0% | +7.6% | +4.9% |
| 30D | +3.1% | -5.2% | +8.3% | +4.9% |
| 3M | -10.8% | +2.8% | -13.7% | -11.8% |
| 6M | -0.8% | +4.2% | -5.0% | -2.4% |
| YTD | -16.2% | +4.7% | -20.9% | -17.8% |
| 1Y | -2.9% | +12.7% | -15.6% | -7.1% |
| 3Y | +79.8% | +62.5% | +17.3% | +52.1% |
| 5Y | +124.9% | +26.3% | +98.6% | +103.0% |
| All | +143.8% | +81.8% | +62.0% | +109.4% |
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