+4.7%
IEF vs HAS
+54.3%
-49.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -0.3% | -4.8% | +4.5% | -0.4% |
| 30D | -0.6% | -5.1% | +4.6% | -0.7% |
| 3M | -1.0% | +6.4% | -7.4% | -0.9% |
| 6M | -3.1% | -5.6% | +2.6% | -3.1% |
| YTD | -1.9% | +11.0% | -12.8% | -1.6% |
| 1Y | -1.4% | +16.8% | -18.1% | -1.0% |
| 3Y | +9.8% | +44.0% | -34.3% | +10.7% |
| 5Y | -8.8% | +11.0% | -19.8% | -8.7% |
| 10Y | +4.7% | +56.0% | -51.3% | +6.0% |
| All | +4.7% | +54.3% | -49.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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