+1,018.6%
ILMN vs IWD
+733.6%
+285.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.8% |
| 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% | +34.7% |
| YTD | +62.5% | +23.7% | +38.8% | +29.9% |
| 1Y | +76.0% | +28.7% | +47.3% | +35.1% |
| 3Y | +94.2% | +79.7% | +14.5% | +7.8% |
| 5Y | -46.3% | +69.7% | -116.0% | -67.5% |
| 10Y | +62.7% | +211.4% | -148.7% | -48.0% |
| All | +1,018.6% | +733.6% | +285.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling