+60.0%
IVZ vs NLY
+81.8%
-21.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -2.4% | -4.0% | +1.6% | +0.4% |
| 30D | +3.0% | -5.2% | +8.3% | +6.9% |
| 3M | +14.9% | +2.8% | +12.0% | +12.4% |
| 6M | +36.7% | +4.2% | +32.5% | +32.6% |
| YTD | +25.7% | +4.7% | +21.0% | +21.3% |
| 1Y | +47.7% | +12.7% | +35.0% | +35.0% |
| 3Y | +138.8% | +62.5% | +76.3% | +70.2% |
| 5Y | +62.1% | +26.3% | +35.8% | +36.0% |
| All | +60.0% | +81.8% | -21.8% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling