+383.3%
IWF vs HAS
+106.1%
+277.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.5% |
| 7D | -1.0% | +2.2% | -3.2% | -1.6% |
| 30D | -10.1% | +29.6% | -39.7% | -16.5% |
| 3M | -7.6% | +30.3% | -37.9% | -14.4% |
| 6M | -6.7% | +25.6% | -32.4% | -13.2% |
| YTD | -2.5% | +50.8% | -53.4% | -14.4% |
| 1Y | -2.1% | +63.0% | -65.1% | -16.0% |
| 3Y | +68.6% | +211.6% | -142.9% | +16.4% |
| 5Y | +55.8% | +50.4% | +5.4% | +31.8% |
| 10Y | +383.3% | +101.9% | +281.4% | +258.1% |
| All | +383.3% | +106.1% | +277.2% | +258.1% |
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 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