+14.3%
IP vs NLY
+69.5%
-55.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | -4.6% | -0.4% | -4.1% | -4.3% |
| 30D | -15.3% | -1.3% | -13.9% | -14.6% |
| 3M | +2.7% | +7.6% | -5.0% | -1.1% |
| 6M | -7.4% | +8.9% | -16.3% | -11.4% |
| YTD | -8.8% | +8.1% | -16.9% | -12.5% |
| 1Y | -22.4% | +15.8% | -38.2% | -28.0% |
| All | +14.3% | +69.5% | -55.2% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling