+2,383.0%
INFY vs NLY
+1,365.2%
+1,017.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | -5.4% | -4.0% | -1.4% | -4.2% |
| 30D | -9.9% | -5.2% | -4.6% | -8.4% |
| 3M | -4.6% | +2.8% | -7.4% | -5.4% |
| 6M | -18.5% | +4.2% | -22.7% | -19.6% |
| YTD | -36.5% | +4.7% | -41.2% | -37.6% |
| 1Y | -32.8% | +12.7% | -45.5% | -35.4% |
| 3Y | -32.2% | +62.5% | -94.7% | -42.1% |
| 5Y | -44.7% | +26.3% | -71.0% | -50.0% |
| 10Y | +82.3% | +81.0% | +1.4% | +41.9% |
| All | +2,383.0% | +1,365.2% | +1,017.7% | +1,202.0% |
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