+1,045.4%
ILMN vs IWF
+658.8%
+386.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | +0.5% | +0.7% | +0.7% |
| 30D | +9.2% | -0.4% | +9.6% | +9.6% |
| 3M | +29.8% | -2.6% | +32.5% | +32.7% |
| 6M | +69.2% | +9.1% | +60.1% | +52.4% |
| YTD | +66.4% | +4.5% | +61.9% | +56.0% |
| 1Y | +123.4% | +10.1% | +113.3% | +97.5% |
| 3Y | +33.2% | +77.6% | -44.5% | -32.9% |
| 5Y | -52.0% | +73.7% | -125.7% | -75.0% |
| 10Y | +33.6% | +411.5% | -377.9% | -79.8% |
| All | +1,045.4% | +658.8% | +386.5% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling