+7.0%
IDXX vs NLY
+64.2%
-57.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -5.7% | -4.0% | -1.7% | -3.4% |
| 30D | -11.5% | -5.2% | -6.3% | -8.7% |
| 3M | -9.5% | +2.8% | -12.4% | -11.1% |
| 6M | -16.0% | +4.2% | -20.2% | -18.2% |
| YTD | -25.4% | +4.7% | -30.1% | -27.6% |
| 1Y | -21.8% | +12.7% | -34.5% | -27.5% |
| 3Y | +7.0% | +62.5% | -55.5% | -21.7% |
| All | +7.0% | +64.2% | -57.1% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling