-45.5%
ILMN vs IWD
+68.9%
-114.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +3.0% |
| 7D | -9.7% | -0.5% | -9.2% | -9.2% |
| 30D | -20.4% | +2.7% | -23.1% | -23.3% |
| 3M | +10.0% | +0.9% | +9.1% | +8.7% |
| 6M | +49.5% | +10.5% | +38.9% | +28.8% |
| YTD | +62.5% | +23.7% | +38.8% | +17.6% |
| 1Y | +76.0% | +28.7% | +47.3% | +19.9% |
| 3Y | +94.2% | +79.7% | +14.5% | -19.2% |
| All | -45.5% | +68.9% | -114.4% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling