+77.9%
NLY vs IBB
+125.5%
-47.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.0% | -4.2% | +0.3% | -2.2% |
| 30D | -5.2% | +1.1% | -6.3% | -5.9% |
| 3M | +2.8% | +19.0% | -16.2% | -5.0% |
| 6M | +4.2% | +18.9% | -14.7% | -3.8% |
| YTD | +4.7% | +20.3% | -15.7% | -4.1% |
| 1Y | +12.7% | +41.5% | -28.7% | -3.9% |
| 3Y | +62.5% | +60.3% | +2.3% | +30.5% |
| 5Y | +26.3% | +18.7% | +7.6% | +11.3% |
| All | +77.9% | +125.5% | -47.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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