+25.1%
NLY vs IRM
+197.3%
-172.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | -4.0% | -1.4% | -2.6% | -3.5% |
| 30D | -5.2% | -7.4% | +2.1% | -2.7% |
| 3M | +2.8% | -7.4% | +10.2% | +5.2% |
| 6M | +4.2% | +8.7% | -4.5% | -0.5% |
| YTD | +4.7% | +40.9% | -36.3% | -10.6% |
| 1Y | +12.7% | +20.5% | -7.8% | +2.1% |
| 3Y | +62.5% | +101.7% | -39.2% | +7.6% |
| All | +25.1% | +197.3% | -172.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling