+17,320.1%
ISRG vs NLY
+1,340.7%
+15,979.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -10.2% | -1.3% | -8.9% | -9.8% |
| 3M | -17.2% | +7.6% | -24.8% | -19.1% |
| 6M | -28.4% | +8.9% | -37.3% | -30.3% |
| YTD | -37.6% | +8.1% | -45.7% | -39.2% |
| 1Y | -24.4% | +15.8% | -40.2% | -28.0% |
| 3Y | +18.4% | +70.2% | -51.7% | -0.7% |
| 5Y | -1.0% | +30.0% | -30.9% | -10.7% |
| 10Y | +370.1% | +86.8% | +283.3% | +266.2% |
| All | +17,320.1% | +1,340.7% | +15,979.4% | +13,897.1% |
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