+93.9%
ILMN vs IWD
+33.0%
+60.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -7.0% |
| 7D | -21.6% | +2.5% | -24.1% | -23.1% |
| 30D | -22.9% | +6.0% | -28.8% | -26.4% |
| 3M | +11.6% | +3.8% | +7.8% | +8.4% |
| 6M | +62.5% | +16.3% | +46.2% | +42.8% |
| YTD | +72.7% | +27.5% | +45.2% | +33.9% |
| 1Y | +93.9% | +32.8% | +61.1% | +41.2% |
| All | +93.9% | +33.0% | +60.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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