+24.3%
ILMN vs NLY
+81.8%
-57.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.8% |
| 7D | -5.4% | -4.0% | -1.4% | -3.8% |
| 30D | +7.0% | -5.2% | +12.3% | +9.5% |
| 3M | +24.2% | +2.8% | +21.4% | +22.7% |
| 6M | +69.9% | +4.2% | +65.7% | +66.8% |
| YTD | +57.4% | +4.7% | +52.7% | +54.0% |
| 1Y | +107.9% | +12.7% | +95.1% | +97.5% |
| 3Y | +37.1% | +62.5% | -25.4% | +13.5% |
| 5Y | -53.7% | +26.3% | -80.0% | -59.1% |
| All | +24.3% | +81.8% | -57.5% | +10.1% |
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