+126.7%
IEF vs NLY
+371.1%
-244.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -1.3% | -4.0% | +2.6% | -1.3% |
| 30D | -1.7% | -5.2% | +3.5% | -1.7% |
| 3M | -2.5% | +2.8% | -5.4% | -2.5% |
| 6M | -3.3% | +4.2% | -7.5% | -3.3% |
| YTD | -2.8% | +4.7% | -7.5% | -2.8% |
| 1Y | -2.7% | +12.7% | -15.5% | -2.7% |
| 3Y | +8.9% | +62.5% | -53.6% | +9.1% |
| 5Y | -9.4% | +26.3% | -35.7% | -9.6% |
| 10Y | +3.7% | +81.0% | -77.3% | +4.4% |
| All | +126.7% | +371.1% | -244.4% | +139.0% |
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