+1,327.5%
NLY vs IBN
+1,454.8%
-127.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -3.6% | -5.5% | +1.8% | -2.7% |
| 30D | -4.9% | -3.4% | -1.5% | -4.4% |
| 3M | +6.2% | +8.7% | -2.5% | +4.6% |
| 6M | +4.5% | +3.7% | +0.8% | +3.7% |
| YTD | +5.1% | -2.4% | +7.5% | +5.4% |
| 1Y | +13.5% | -8.1% | +21.6% | +14.9% |
| 3Y | +65.6% | +26.3% | +39.3% | +57.8% |
| 5Y | +26.9% | +54.9% | -28.0% | +16.3% |
| 10Y | +81.8% | +311.8% | -230.0% | +37.6% |
| All | +1,327.5% | +1,454.8% | -127.3% | +753.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling