+113.7%
NLY vs IOVA
-91.8%
+205.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.1% | -0.5% |
| 7D | -4.0% | -2.2% | -1.8% | -4.0% |
| 30D | -5.2% | +27.6% | -32.8% | -5.4% |
| 3M | +2.8% | +117.2% | -114.3% | +2.2% |
| 6M | +4.2% | +77.7% | -73.5% | +3.7% |
| YTD | +4.7% | +215.0% | -210.3% | +3.7% |
| 1Y | +12.7% | +255.4% | -242.6% | +11.5% |
| 3Y | +62.5% | +42.6% | +19.9% | +60.9% |
| 5Y | +26.3% | -62.2% | +88.6% | +25.0% |
| 10Y | +81.0% | +8.4% | +72.5% | +81.4% |
| All | +113.7% | -91.8% | +205.5% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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