+956.4%
ILMN vs NLY
+1,285.8%
-329.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.8% |
| 7D | -9.2% | -3.6% | -5.6% | -7.9% |
| 30D | +4.4% | -4.9% | +9.3% | +6.4% |
| 3M | +23.9% | +6.2% | +17.7% | +21.1% |
| 6M | +64.5% | +4.5% | +60.0% | +61.7% |
| YTD | +53.5% | +5.1% | +48.3% | +50.3% |
| 1Y | +110.8% | +13.5% | +97.3% | +101.0% |
| 3Y | +30.7% | +65.6% | -34.9% | +9.3% |
| 5Y | -54.8% | +26.9% | -81.7% | -59.1% |
| 10Y | +25.5% | +81.8% | -56.3% | -4.2% |
| All | +956.4% | +1,285.8% | -329.4% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling