+71.8%
ILMN vs IWF
-3.5%
+75.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +0.7% | +5.3% | -4.5% | -3.3% |
| 30D | -22.7% | -8.6% | -14.1% | -17.9% |
| 3M | +8.6% | -6.5% | +15.2% | +14.1% |
| 6M | +43.8% | -5.6% | +49.5% | +49.9% |
| YTD | +59.8% | -1.5% | +61.3% | +65.4% |
| 1Y | +71.8% | -2.8% | +74.6% | +79.4% |
| All | +71.8% | -3.5% | +75.3% | +79.4% |
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