+1,259.3%
HAS vs IVZ
+1,117.8%
+141.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +2.3% | +4.0% | -1.7% | +1.1% |
| 3M | +10.4% | +18.2% | -7.8% | +4.9% |
| 6M | -3.2% | +32.8% | -36.1% | -11.3% |
| YTD | +15.4% | +28.7% | -13.3% | +6.5% |
| 1Y | +18.8% | +55.4% | -36.6% | +3.9% |
| 3Y | +43.9% | +135.2% | -91.3% | +10.5% |
| 5Y | +13.9% | +64.2% | -50.3% | -5.6% |
| 10Y | +56.4% | +64.6% | -8.2% | +20.3% |
| All | +1,259.3% | +1,117.8% | +141.5% | +562.8% |
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 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