-9.5%
IEF vs NLY
+25.6%
-35.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.3% | -4.0% | +2.6% | -1.0% |
| 30D | -1.7% | -5.2% | +3.5% | -1.2% |
| 3M | -2.5% | +2.8% | -5.4% | -2.8% |
| 6M | -3.3% | +4.2% | -7.5% | -3.7% |
| YTD | -2.8% | +4.7% | -7.5% | -3.4% |
| 1Y | -2.7% | +12.7% | -15.5% | -4.0% |
| 3Y | +8.9% | +62.5% | -53.6% | +3.4% |
| All | -9.5% | +25.6% | -35.1% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling