+1,248.1%
NLY vs IRM
+3,977.6%
-2,729.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | -4.9% | -7.8% | +2.8% | -2.9% |
| 3M | +6.2% | -7.9% | +14.0% | +8.2% |
| 6M | +4.5% | +6.3% | -1.8% | +2.0% |
| YTD | +5.1% | +38.2% | -33.0% | -4.9% |
| 1Y | +13.5% | +19.8% | -6.3% | +6.3% |
| 3Y | +65.6% | +98.8% | -33.2% | +32.8% |
| 5Y | +26.9% | +191.8% | -164.9% | -8.8% |
| 10Y | +81.8% | +428.8% | -347.0% | +9.6% |
| All | +1,248.1% | +3,977.6% | -2,729.5% | +467.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling