+59.7%
ILMN vs IWF
+377.5%
-317.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.8% |
| 7D | -9.8% | -2.9% | -6.9% | -6.9% |
| 30D | -22.7% | -10.9% | -11.9% | -12.7% |
| 3M | +12.1% | -8.1% | +20.1% | +22.9% |
| 6M | +51.5% | -7.5% | +59.0% | +63.9% |
| YTD | +63.9% | -3.4% | +67.2% | +68.7% |
| 1Y | +76.6% | -5.0% | +81.6% | +84.8% |
| 3Y | +124.6% | +64.0% | +60.6% | +29.9% |
| 5Y | -42.7% | +56.8% | -99.5% | -65.2% |
| 10Y | +59.7% | +381.2% | -321.5% | -72.8% |
| All | +59.7% | +377.5% | -317.8% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling