+76.2%
IP vs NLY
+985.4%
-909.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -0.3% | -5.9% | +5.6% | +2.0% |
| 30D | +7.9% | -2.8% | +10.7% | +9.1% |
| 3M | -15.3% | -21.6% | +6.3% | -7.4% |
| 6M | +10.5% | -14.5% | +25.0% | +17.3% |
| YTD | -9.4% | -12.4% | +3.0% | -4.7% |
| 1Y | -4.6% | -7.3% | +2.6% | -1.7% |
| 3Y | +21.2% | +54.8% | -33.6% | +3.4% |
| 5Y | -13.3% | +2.4% | -15.7% | -16.1% |
| 10Y | +21.6% | +53.2% | -31.6% | -0.4% |
| All | +76.2% | +985.4% | -909.2% | +9.0% |
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