+303.2%
NLY vs ITOT
+887.7%
-584.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -4.0% | -0.9% | -3.1% | -3.2% |
| 30D | -5.2% | -1.5% | -3.8% | -4.1% |
| 3M | +2.8% | +3.6% | -0.7% | -0.3% |
| 6M | +4.2% | +13.7% | -9.5% | -6.6% |
| YTD | +4.7% | +12.9% | -8.3% | -5.7% |
| 1Y | +12.7% | +17.2% | -4.4% | -1.8% |
| 3Y | +62.5% | +75.6% | -13.1% | -0.2% |
| 5Y | +26.3% | +75.5% | -49.2% | -22.5% |
| 10Y | +81.0% | +302.0% | -221.0% | -45.3% |
| All | +303.2% | +887.7% | -584.4% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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