+77.9%
NLY vs ITUB
+220.1%
-142.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -4.0% | +2.2% | -6.2% | -4.6% |
| 30D | -5.2% | +12.6% | -17.8% | -8.4% |
| 3M | +2.8% | +6.4% | -3.6% | +0.8% |
| 6M | +4.2% | +0.6% | +3.6% | +3.5% |
| YTD | +4.7% | +18.8% | -14.2% | -1.0% |
| 1Y | +12.7% | +31.0% | -18.3% | +3.5% |
| 3Y | +62.5% | +118.1% | -55.5% | +28.0% |
| 5Y | +26.3% | +193.0% | -166.7% | -11.7% |
| All | +77.9% | +220.1% | -142.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling