+59.7%
ILMN vs IWD
+203.8%
-144.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -9.8% | +1.6% | -11.4% | -11.3% |
| 30D | -22.7% | +3.6% | -26.3% | -25.5% |
| 3M | +12.1% | +2.0% | +10.0% | +9.8% |
| 6M | +51.5% | +13.1% | +38.4% | +32.8% |
| YTD | +63.9% | +26.2% | +37.7% | +27.3% |
| 1Y | +76.6% | +29.6% | +47.0% | +33.5% |
| 3Y | +124.6% | +84.3% | +40.3% | +20.3% |
| 5Y | -42.7% | +73.4% | -116.1% | -66.7% |
| 10Y | +59.7% | +202.4% | -142.8% | -35.7% |
| All | +59.7% | +203.8% | -144.1% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling