-53.1%
ILMN vs NLY
+25.6%
-78.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.9% |
| 7D | -5.4% | -4.0% | -1.4% | -2.9% |
| 30D | +7.0% | -5.2% | +12.3% | +10.8% |
| 3M | +24.2% | +2.8% | +21.4% | +21.9% |
| 6M | +69.9% | +4.2% | +65.7% | +64.9% |
| YTD | +57.4% | +4.7% | +52.7% | +51.8% |
| 1Y | +107.9% | +12.7% | +95.1% | +91.0% |
| 3Y | +37.1% | +62.5% | -25.4% | +0.7% |
| All | -53.1% | +25.6% | -78.7% | -59.2% |
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