+213.4%
HAS vs IVZ
+152.3%
+61.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.6% |
| 7D | +1.4% | +7.6% | -6.2% | -1.2% |
| 30D | +26.3% | +4.3% | +22.0% | +24.2% |
| 3M | +25.6% | -9.3% | +34.9% | +29.4% |
| 6M | +30.3% | +5.2% | +25.0% | +26.2% |
| YTD | +50.4% | +13.4% | +36.9% | +40.3% |
| 1Y | +57.7% | +25.4% | +32.3% | +41.2% |
| 3Y | +213.4% | +152.5% | +60.9% | +84.2% |
| All | +213.4% | +152.3% | +61.1% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling