+1,775.8%
ITW vs NLY
+1,197.0%
+578.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.7% | -4.0% | +3.3% | +0.4% |
| 30D | -8.3% | -5.2% | -3.1% | -6.9% |
| 3M | +6.0% | +2.8% | +3.2% | +5.1% |
| 6M | 0.0% | +4.2% | -4.2% | -1.3% |
| YTD | +10.2% | +4.7% | +5.6% | +8.6% |
| 1Y | +3.2% | +12.7% | -9.5% | -0.5% |
| 3Y | +21.0% | +62.5% | -41.6% | +4.6% |
| 5Y | +37.9% | +26.3% | +11.6% | +26.1% |
| 10Y | +193.2% | +81.0% | +112.2% | +136.8% |
| All | +1,775.8% | +1,197.0% | +578.8% | +914.4% |
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