+93.9%
ILMN vs IWF
-1.6%
+95.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.2% |
| 7D | -21.6% | -4.2% | -17.4% | -19.1% |
| 30D | -22.9% | -8.1% | -14.7% | -18.8% |
| 3M | +11.6% | -5.1% | +16.7% | +15.6% |
| 6M | +62.5% | -1.4% | +64.0% | +65.1% |
| YTD | +72.7% | -0.1% | +72.8% | +76.1% |
| 1Y | +93.9% | -1.3% | +95.1% | +98.9% |
| All | +93.9% | -1.6% | +95.5% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling