+357.7%
IGV vs NLY
+81.8%
+275.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.9% | -4.0% | +1.1% | -1.6% |
| 30D | -1.5% | -5.2% | +3.7% | +0.3% |
| 3M | +11.7% | +2.8% | +8.8% | +10.7% |
| 6M | +18.4% | +4.2% | +14.2% | +16.6% |
| YTD | -3.9% | +4.7% | -8.6% | -5.8% |
| 1Y | -9.7% | +12.7% | -22.4% | -13.7% |
| 3Y | +38.4% | +62.5% | -24.1% | +16.4% |
| 5Y | +21.6% | +26.3% | -4.7% | +8.6% |
| All | +357.7% | +81.8% | +275.9% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling