+21.6%
IQV vs NLY
+64.2%
-42.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -2.2% | -4.0% | +1.7% | +0.4% |
| 30D | +8.3% | -5.2% | +13.5% | +12.1% |
| 3M | +44.6% | +2.8% | +41.7% | +42.1% |
| 6M | +52.6% | +4.2% | +48.4% | +48.3% |
| YTD | +16.1% | +4.7% | +11.5% | +11.9% |
| 1Y | +37.3% | +12.7% | +24.5% | +25.1% |
| 3Y | +21.6% | +62.5% | -41.0% | -14.9% |
| All | +21.6% | +64.2% | -42.6% | -14.9% |
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