+31.8%
ILMN vs IWD
+197.9%
-166.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.6% |
| 30D | +9.2% | +0.6% | +8.6% | +8.5% |
| 3M | +29.8% | +7.2% | +22.6% | +20.4% |
| 6M | +69.2% | +16.2% | +53.0% | +43.8% |
| YTD | +66.4% | +23.3% | +43.0% | +32.1% |
| 1Y | +123.4% | +29.6% | +93.8% | +68.7% |
| 3Y | +33.2% | +70.5% | -37.3% | -23.1% |
| 5Y | -52.0% | +73.5% | -125.4% | -72.2% |
| All | +31.8% | +197.9% | -166.1% | -56.9% |
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