+197.3%
IWD vs HAS
+56.8%
+140.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | +0.6% | +2.3% | -1.7% | -0.1% |
| 3M | +7.2% | +10.4% | -3.1% | +4.1% |
| 6M | +16.2% | -3.2% | +19.4% | +16.4% |
| YTD | +23.3% | +15.4% | +7.9% | +17.3% |
| 1Y | +29.6% | +18.8% | +10.8% | +22.0% |
| 3Y | +70.5% | +43.9% | +26.5% | +48.5% |
| 5Y | +73.5% | +13.9% | +59.6% | +59.0% |
| All | +197.3% | +56.8% | +140.4% | +142.8% |
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