+59.8%
ILMN vs IWD
+207.5%
-147.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.9% |
| 7D | -9.7% | -0.5% | -9.2% | -9.3% |
| 30D | -20.4% | +2.7% | -23.1% | -22.5% |
| 3M | +10.0% | +0.9% | +9.1% | +9.1% |
| 6M | +49.5% | +10.5% | +38.9% | +34.3% |
| YTD | +62.5% | +23.7% | +38.8% | +29.0% |
| 1Y | +76.0% | +28.7% | +47.3% | +34.0% |
| 3Y | +94.2% | +79.7% | +14.5% | +6.9% |
| 5Y | -46.3% | +69.7% | -116.0% | -68.1% |
| All | +59.8% | +207.5% | -147.7% | -34.8% |
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