+88.3%
NLY vs INDA
+109.4%
-21.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | -4.0% | -2.7% | -1.3% | -2.9% |
| 30D | -5.2% | -2.8% | -2.5% | -4.2% |
| 3M | +2.8% | +1.6% | +1.2% | +2.1% |
| 6M | +4.2% | -1.4% | +5.6% | +4.8% |
| YTD | +4.7% | -10.1% | +14.8% | +9.1% |
| 1Y | +12.7% | -8.8% | +21.5% | +16.8% |
| 3Y | +62.5% | +7.6% | +54.9% | +56.8% |
| 5Y | +26.3% | +5.8% | +20.5% | +22.5% |
| 10Y | +81.0% | +84.0% | -3.1% | +39.3% |
| All | +88.3% | +109.4% | -21.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling