+93.9%
ILMN vs NLY
+2.3%
+91.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -5.9% |
| 7D | -21.6% | +3.5% | -25.1% | -22.2% |
| 30D | -22.9% | +3.6% | -26.5% | -23.6% |
| 3M | +11.6% | -13.6% | +25.2% | +19.2% |
| 6M | +62.5% | -9.1% | +71.7% | +69.3% |
| YTD | +72.7% | -6.1% | +78.8% | +73.2% |
| 1Y | +93.9% | +0.7% | +93.1% | +81.6% |
| All | +93.9% | +2.3% | +91.6% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling