+62.5%
NLY vs INDA
+7.9%
+54.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | -4.0% | -2.7% | -1.3% | -2.7% |
| 30D | -5.2% | -2.8% | -2.5% | -4.0% |
| 3M | +2.8% | +1.6% | +1.2% | +2.0% |
| 6M | +4.2% | -1.4% | +5.6% | +4.7% |
| YTD | +4.7% | -10.1% | +14.8% | +9.3% |
| 1Y | +12.7% | -8.8% | +21.5% | +16.8% |
| 3Y | +62.5% | +7.6% | +54.9% | +35.9% |
| All | +62.5% | +7.9% | +54.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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