-12.3%
IP vs HAS
+52.6%
-64.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | -5.0% | 0.0% | -4.9% | -4.9% |
| 30D | +6.5% | +31.3% | -24.8% | -3.0% |
| 3M | -18.0% | +32.1% | -50.2% | -25.6% |
| 6M | +10.3% | +28.1% | -17.8% | +0.6% |
| YTD | -9.9% | +49.1% | -59.0% | -22.3% |
| 1Y | -1.1% | +60.5% | -61.6% | -16.7% |
| 3Y | +13.0% | +183.9% | -170.9% | -22.2% |
| 5Y | -12.3% | +51.2% | -63.5% | -24.1% |
| All | -12.3% | +52.6% | -64.9% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling