+767.3%
IVV vs NLY
+1,361.9%
-594.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.4% | -0.4% | +0.1% | -0.2% |
| 30D | -1.4% | -1.3% | -0.1% | -1.0% |
| 3M | +3.7% | +7.6% | -3.9% | +1.4% |
| 6M | +13.0% | +8.9% | +4.2% | +10.0% |
| YTD | +12.4% | +8.1% | +4.4% | +9.6% |
| 1Y | +18.6% | +15.8% | +2.8% | +13.1% |
| 3Y | +78.1% | +70.2% | +7.9% | +50.7% |
| 5Y | +82.3% | +30.0% | +52.3% | +64.3% |
| 10Y | +322.1% | +86.8% | +235.3% | +231.1% |
| All | +767.3% | +1,361.9% | -594.6% | +384.5% |
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