+77.9%
NLY vs IFF
-20.3%
+98.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -4.0% | -3.2% | -0.8% | -2.9% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +2.8% | +8.4% | -5.6% | -0.7% |
| 6M | +4.2% | +23.0% | -18.8% | -4.8% |
| YTD | +4.7% | +25.5% | -20.8% | -5.5% |
| 1Y | +12.7% | +29.1% | -16.3% | +0.4% |
| 3Y | +62.5% | +31.7% | +30.9% | +40.5% |
| 5Y | +26.3% | -35.2% | +61.5% | +39.8% |
| All | +77.9% | -20.3% | +98.2% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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