+37.3%
IQV vs NLY
+12.5%
+24.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -2.2% | -4.0% | +1.7% | -0.4% |
| 30D | +8.3% | -5.2% | +13.5% | +10.9% |
| 3M | +44.6% | +2.8% | +41.7% | +43.7% |
| 6M | +52.6% | +4.2% | +48.4% | +51.0% |
| YTD | +16.1% | +4.7% | +11.5% | +14.6% |
| 1Y | +37.3% | +12.7% | +24.5% | +31.4% |
| All | +37.3% | +12.5% | +24.7% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling