+493.2%
IT vs NLY
+1,197.0%
-703.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.7% | +5.4% |
| 7D | -3.7% | -4.0% | +0.3% | -2.4% |
| 30D | +0.1% | -5.2% | +5.3% | +1.9% |
| 3M | +20.7% | +2.8% | +17.9% | +19.5% |
| 6M | +12.0% | +4.2% | +7.8% | +10.0% |
| YTD | -28.8% | +4.7% | -33.5% | -30.3% |
| 1Y | -25.5% | +12.7% | -38.3% | -29.0% |
| 3Y | -48.8% | +62.5% | -111.3% | -57.0% |
| 5Y | -42.7% | +26.3% | -69.1% | -48.6% |
| 10Y | +102.5% | +81.0% | +21.6% | +55.5% |
| All | +493.2% | +1,197.0% | -703.8% | +132.7% |
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