+19.4%
NLY vs IRE
-84.4%
+103.9%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.3% |
| 7D | -1.0% | +54.8% | -55.8% | -1.5% |
| 30D | +0.6% | +18.4% | -17.8% | +0.3% |
| 3M | +10.8% | -66.7% | +77.6% | +11.9% |
| 6M | +6.2% | -52.3% | +58.5% | +5.6% |
| YTD | +9.0% | -52.3% | +61.3% | +8.8% |
| All | +19.4% | -84.4% | +103.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling