+1,646.8%
HAS vs IVZ
+897.2%
+749.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -2.4% | +2.3% | +0.4% |
| 30D | +31.0% | -11.2% | +42.2% | +35.2% |
| 3M | +30.7% | -14.0% | +44.6% | +35.8% |
| 6M | +23.9% | +0.5% | +23.5% | +22.6% |
| YTD | +48.3% | +5.4% | +42.9% | +44.3% |
| 1Y | +60.2% | +19.5% | +40.8% | +50.4% |
| 3Y | +189.2% | +128.7% | +60.5% | +123.8% |
| 5Y | +50.4% | +28.8% | +21.7% | +33.4% |
| 10Y | +104.2% | +52.3% | +51.9% | +61.0% |
| All | +1,646.8% | +897.2% | +749.6% | +798.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling