+12.7%
NLY vs ITUB
+31.4%
-18.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -4.0% | +2.2% | -6.2% | -4.4% |
| 30D | -5.2% | +12.6% | -17.8% | -7.6% |
| 3M | +2.8% | +6.4% | -3.6% | +1.2% |
| 6M | +4.2% | +0.6% | +3.6% | +3.5% |
| YTD | +4.7% | +18.8% | -14.2% | +2.5% |
| 1Y | +12.7% | +31.0% | -18.3% | +7.7% |
| All | +12.7% | +31.4% | -18.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling