+62.5%
NLY vs IFF
+29.0%
+33.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -4.0% | -3.2% | -0.8% | -3.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +2.8% | +8.4% | -5.6% | 0.0% |
| 6M | +4.2% | +23.0% | -18.8% | -3.2% |
| YTD | +4.7% | +25.5% | -20.8% | -3.9% |
| 1Y | +12.7% | +29.1% | -16.3% | +2.4% |
| 3Y | +62.5% | +31.7% | +30.9% | +43.2% |
| All | +62.5% | +29.0% | +33.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling