+7.3%
IEF vs HAS
+97.5%
-90.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | +0.7% | +26.3% | -25.6% | +1.1% |
| 3M | -2.5% | +25.6% | -28.1% | -2.1% |
| 6M | -2.6% | +30.3% | -32.8% | -2.1% |
| YTD | -3.2% | +50.4% | -53.6% | -2.5% |
| 1Y | -3.0% | +57.7% | -60.8% | -2.3% |
| 3Y | +10.5% | +213.4% | -202.8% | +13.4% |
| 5Y | -8.2% | +49.1% | -57.2% | -7.6% |
| All | +7.3% | +97.5% | -90.2% | +9.3% |
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