+205.0%
IWD vs HAS
+106.1%
+98.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.6% |
| 7D | +1.3% | +2.2% | -0.9% | +0.7% |
| 30D | +3.6% | +29.6% | -26.0% | -3.5% |
| 3M | +2.3% | +30.3% | -27.9% | -4.9% |
| 6M | +13.0% | +25.6% | -12.6% | +5.6% |
| YTD | +26.2% | +50.8% | -24.6% | +11.4% |
| 1Y | +30.5% | +63.0% | -32.6% | +12.7% |
| 3Y | +86.2% | +211.6% | -125.4% | +30.4% |
| 5Y | +72.9% | +50.4% | +22.5% | +46.9% |
| 10Y | +205.0% | +101.9% | +103.1% | +126.9% |
| All | +205.0% | +106.1% | +98.9% | +126.9% |
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