+89.5%
ILMN vs IWD
+79.4%
+10.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.6% | -5.6% | -4.5% |
| 7D | -28.3% | -0.9% | -27.4% | -27.2% |
| 30D | -24.0% | +2.6% | -26.6% | -26.5% |
| 3M | +4.1% | +1.2% | +2.8% | +2.4% |
| 6M | +49.6% | +12.1% | +37.4% | +27.0% |
| YTD | +58.6% | +24.1% | +34.4% | +14.8% |
| 1Y | +69.9% | +28.5% | +41.4% | +16.6% |
| All | +89.5% | +79.4% | +10.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling