+236.7%
IQV vs NLY
+81.8%
+154.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -2.2% | -4.0% | +1.7% | -0.2% |
| 30D | +8.3% | -5.2% | +13.5% | +11.2% |
| 3M | +44.6% | +2.8% | +41.7% | +42.7% |
| 6M | +52.6% | +4.2% | +48.4% | +49.3% |
| YTD | +16.1% | +4.7% | +11.5% | +13.0% |
| 1Y | +37.3% | +12.7% | +24.5% | +28.5% |
| 3Y | +21.6% | +62.5% | -41.0% | -4.9% |
| 5Y | +0.5% | +26.3% | -25.8% | -13.1% |
| All | +236.7% | +81.8% | +154.9% | +160.0% |
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 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