+25.1%
NLY vs IAG
+820.9%
-795.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -4.0% | -1.1% | -2.9% | -3.9% |
| 30D | -5.2% | +12.1% | -17.4% | -6.5% |
| 3M | +2.8% | +25.5% | -22.7% | 0.0% |
| 6M | +4.2% | -7.1% | +11.3% | +4.0% |
| YTD | +4.7% | +22.9% | -18.2% | +0.8% |
| 1Y | +12.7% | +83.3% | -70.6% | +3.2% |
| 3Y | +62.5% | +808.5% | -746.0% | +14.8% |
| All | +25.1% | +820.9% | -795.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling