+112.2%
ILMN vs IWD
+84.1%
+28.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +0.8% |
| 7D | -2.6% | +1.3% | -3.8% | -4.3% |
| 30D | -20.6% | +3.6% | -24.2% | -24.3% |
| 3M | +17.5% | +2.3% | +15.1% | +14.0% |
| 6M | +55.6% | +13.0% | +42.6% | +30.7% |
| YTD | +68.3% | +26.2% | +42.1% | +19.2% |
| 1Y | +81.1% | +30.5% | +50.7% | +21.9% |
| 3Y | +112.2% | +86.2% | +25.9% | -31.4% |
| All | +112.2% | +84.1% | +28.1% | -31.4% |
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