+48.3%
IEMG vs NLY
+25.6%
+22.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.3% | -4.0% | +2.7% | 0.0% |
| 30D | +1.9% | -5.2% | +7.1% | +3.7% |
| 3M | +1.4% | +2.8% | -1.4% | +0.4% |
| 6M | +15.2% | +4.2% | +11.0% | +13.5% |
| YTD | +23.8% | +4.7% | +19.2% | +21.8% |
| 1Y | +30.7% | +12.7% | +17.9% | +25.4% |
| 3Y | +83.3% | +62.5% | +20.7% | +56.0% |
| All | +48.3% | +25.6% | +22.7% | +43.6% |
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