+15.9%
IP vs NLY
+82.7%
-66.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.3% |
| 7D | -5.9% | -3.6% | -2.3% | -4.2% |
| 30D | -17.0% | -4.9% | -12.1% | -15.0% |
| 3M | +8.9% | +6.2% | +2.7% | +6.0% |
| 6M | -10.0% | +4.5% | -14.4% | -11.7% |
| YTD | -9.8% | +5.1% | -14.9% | -11.8% |
| 1Y | -22.6% | +13.5% | -36.1% | -26.9% |
| 3Y | +13.1% | +65.6% | -52.5% | -11.0% |
| 5Y | -22.3% | +26.9% | -49.2% | -32.0% |
| All | +15.9% | +82.7% | -66.8% | -5.7% |
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