+782.8%
IWM vs NLY
+1,301.8%
-519.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | 0.0% |
| 7D | -2.5% | -3.6% | +1.1% | -1.1% |
| 30D | -4.4% | -4.9% | +0.5% | -2.6% |
| 3M | +2.2% | +6.2% | -4.0% | -0.2% |
| 6M | +14.0% | +4.5% | +9.5% | +11.9% |
| YTD | +17.4% | +5.1% | +12.2% | +14.8% |
| 1Y | +22.9% | +13.5% | +9.4% | +16.6% |
| 3Y | +62.1% | +65.6% | -3.5% | +32.8% |
| 5Y | +38.2% | +26.9% | +11.3% | +23.2% |
| 10Y | +169.0% | +81.8% | +87.2% | +103.6% |
| All | +782.8% | +1,301.8% | -519.0% | +344.4% |
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