-48.8%
IT vs NLY
+64.2%
-112.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.7% | +5.4% |
| 7D | -3.7% | -4.0% | +0.3% | -2.3% |
| 30D | +0.1% | -5.2% | +5.3% | +2.0% |
| 3M | +20.7% | +2.8% | +17.9% | +19.5% |
| 6M | +12.0% | +4.2% | +7.8% | +9.9% |
| YTD | -28.8% | +4.7% | -33.5% | -30.4% |
| 1Y | -25.5% | +12.7% | -38.3% | -29.7% |
| 3Y | -48.8% | +62.5% | -111.3% | -58.9% |
| All | -48.8% | +64.2% | -112.9% | -58.9% |
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