+205.1%
IWD vs HAS
+101.4%
+103.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +2.7% | +31.0% | -28.4% | -4.7% |
| 3M | +0.9% | +30.7% | -29.8% | -6.4% |
| 6M | +10.5% | +23.9% | -13.4% | +3.6% |
| YTD | +23.7% | +48.3% | -24.6% | +9.7% |
| 1Y | +28.7% | +60.2% | -31.5% | +11.7% |
| 3Y | +79.7% | +189.2% | -109.5% | +28.6% |
| 5Y | +69.7% | +50.4% | +19.3% | +44.1% |
| All | +205.1% | +101.4% | +103.7% | +127.9% |
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