+929.7%
IGV vs HAS
+1,598.9%
-669.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | -2.3% | +3.3% | -5.5% | -3.4% |
| 30D | -11.0% | +30.5% | -41.5% | -19.4% |
| 3M | -4.5% | +29.9% | -34.3% | -13.6% |
| 6M | +10.1% | +26.5% | -16.5% | -0.3% |
| YTD | -5.1% | +51.9% | -57.0% | -20.5% |
| 1Y | -10.2% | +60.9% | -71.1% | -26.5% |
| 3Y | +37.7% | +215.0% | -177.2% | -15.9% |
| 5Y | +15.7% | +51.5% | -35.8% | -8.1% |
| 10Y | +357.1% | +102.2% | +254.9% | +188.5% |
| All | +929.7% | +1,598.9% | -669.2% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling