+62.5%
NLY vs IBN
+27.4%
+35.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.0% |
| 7D | -4.0% | -3.0% | -1.0% | -3.2% |
| 30D | -5.2% | -1.5% | -3.7% | -4.9% |
| 3M | +2.8% | +7.9% | -5.1% | +0.5% |
| 6M | +4.2% | +8.6% | -4.4% | +1.5% |
| YTD | +4.7% | -0.6% | +5.2% | +4.0% |
| 1Y | +12.7% | -7.3% | +20.1% | +13.7% |
| 3Y | +62.5% | +26.2% | +36.3% | +46.6% |
| All | +62.5% | +27.4% | +35.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling