+1,242.0%
NLY vs IFF
+237.7%
+1,004.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -4.0% | -3.2% | -0.8% | -3.0% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +2.8% | +8.4% | -5.6% | -0.3% |
| 6M | +4.2% | +23.0% | -18.8% | -3.9% |
| YTD | +4.7% | +25.5% | -20.8% | -4.4% |
| 1Y | +12.7% | +29.1% | -16.3% | +1.7% |
| 3Y | +62.5% | +31.7% | +30.9% | +43.3% |
| 5Y | +26.3% | -35.2% | +61.5% | +37.3% |
| 10Y | +81.0% | -20.7% | +101.7% | +77.0% |
| All | +1,242.0% | +237.7% | +1,004.3% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling