+45.6%
ROIV vs NLY
+10.1%
+35.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.4% | +19.1% | +18.8% |
| 7D | +20.2% | +0.4% | +19.7% | +19.9% |
| 30D | +14.1% | -1.4% | +15.5% | +14.8% |
| 3M | +45.6% | +12.0% | +33.6% | +41.1% |
| All | +45.6% | +10.1% | +35.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 3mo: compounded portfolio wealth divided by compounded NLY 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…
3mo analysis · Full analysis span regression · Available span rolling