+189.2%
HAS vs IVZ
+122.1%
+67.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -2.4% | +2.3% | +0.6% |
| 30D | +31.0% | -11.2% | +42.2% | +36.2% |
| 3M | +30.7% | -14.0% | +44.6% | +37.1% |
| 6M | +23.9% | +0.5% | +23.5% | +21.9% |
| YTD | +48.3% | +5.4% | +42.9% | +42.1% |
| 1Y | +60.2% | +19.5% | +40.8% | +45.7% |
| 3Y | +189.2% | +128.7% | +60.5% | +77.8% |
| All | +189.2% | +122.1% | +67.1% | +77.8% |
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