+281.5%
NLY vs IAG
+372.4%
-90.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | +2.8% | +25.5% | -22.7% | +0.6% |
| 6M | +4.2% | -7.1% | +11.3% | +4.1% |
| YTD | +4.7% | +22.9% | -18.2% | +1.7% |
| 1Y | +12.7% | +83.3% | -70.6% | +5.6% |
| 3Y | +62.5% | +808.5% | -746.0% | +29.8% |
| 5Y | +26.3% | +838.0% | -811.6% | -2.1% |
| 10Y | +81.0% | +418.2% | -337.2% | +38.7% |
| All | +281.5% | +372.4% | -90.9% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling