+94.1%
HAS vs IVZ
+40.3%
+53.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | +1.6% | +5.1% | -3.5% | -0.4% |
| 30D | +26.6% | -1.6% | +28.2% | +27.1% |
| 3M | +29.0% | -9.1% | +38.1% | +33.2% |
| 6M | +30.6% | +1.8% | +28.8% | +27.9% |
| YTD | +51.5% | +10.8% | +40.7% | +42.4% |
| 1Y | +58.5% | +19.1% | +39.4% | +44.5% |
| 3Y | +214.1% | +144.4% | +69.7% | +108.7% |
| 5Y | +50.2% | +33.6% | +16.7% | +22.7% |
| All | +94.1% | +40.3% | +53.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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