+731.9%
IWD vs HAS
+1,313.9%
-582.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +2.6% | +31.3% | -28.7% | -5.4% |
| 3M | +1.2% | +32.1% | -30.9% | -6.9% |
| 6M | +12.1% | +28.1% | -16.0% | +3.4% |
| YTD | +24.1% | +49.1% | -25.0% | +9.0% |
| 1Y | +28.5% | +60.5% | -32.0% | +10.3% |
| 3Y | +79.5% | +183.9% | -104.4% | +26.6% |
| 5Y | +70.3% | +51.2% | +19.1% | +41.7% |
| 10Y | +212.5% | +105.3% | +107.3% | +120.2% |
| All | +731.9% | +1,313.9% | -582.0% | +223.1% |
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