+949.7%
NLY vs IBB
+546.5%
+403.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | -1.4% | +4.9% | -6.3% | -3.2% |
| 3M | +12.0% | +24.2% | -12.2% | +3.6% |
| 6M | +8.3% | +23.8% | -15.5% | +0.2% |
| YTD | +8.6% | +23.0% | -14.4% | +0.5% |
| 1Y | +16.9% | +46.2% | -29.2% | +1.7% |
| 3Y | +71.0% | +64.8% | +6.2% | +42.5% |
| 5Y | +31.1% | +20.9% | +10.1% | +19.9% |
| 10Y | +81.0% | +121.6% | -40.6% | +32.9% |
| All | +949.7% | +546.5% | +403.2% | +324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling