+22.9%
ITW vs NLY
+2.3%
+20.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +0.5% |
| 7D | +6.3% | +3.5% | +2.8% | +4.6% |
| 30D | +11.1% | +3.6% | +7.5% | +9.2% |
| 3M | +0.1% | -13.6% | +13.7% | +6.8% |
| 6M | +18.1% | -9.1% | +27.2% | +23.0% |
| YTD | +21.4% | -6.1% | +27.5% | +23.3% |
| 1Y | +22.9% | +0.7% | +22.2% | +17.8% |
| All | +22.9% | +2.3% | +20.6% | +17.8% |
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