+2,258.4%
ICE vs NLY
+472.8%
+1,785.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.4% | -4.0% | +1.6% | -0.4% |
| 30D | +4.0% | -5.2% | +9.2% | +6.8% |
| 3M | +13.7% | +2.8% | +10.8% | +12.0% |
| 6M | +0.9% | +4.2% | -3.3% | -1.6% |
| YTD | -2.1% | +4.7% | -6.8% | -5.2% |
| 1Y | -9.5% | +12.7% | -22.3% | -15.7% |
| 3Y | +42.1% | +62.5% | -20.5% | +8.0% |
| 5Y | +41.4% | +26.3% | +15.1% | +18.0% |
| 10Y | +216.7% | +81.0% | +135.7% | +93.5% |
| All | +2,258.4% | +472.8% | +1,785.7% | +602.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling