+410.9%
IWF vs HAS
+53.3%
+357.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +1.5% | -3.1% | +4.6% | +2.4% |
| 30D | -1.3% | -2.7% | +1.4% | -0.6% |
| 3M | +0.1% | +8.9% | -8.8% | -2.6% |
| 6M | +10.3% | -2.9% | +13.2% | +10.2% |
| YTD | +4.2% | +12.6% | -8.5% | -0.6% |
| 1Y | +9.3% | +17.5% | -8.2% | +2.9% |
| 3Y | +79.3% | +46.2% | +33.1% | +54.4% |
| 5Y | +73.8% | +12.6% | +61.2% | +59.5% |
| 10Y | +410.9% | +55.7% | +355.2% | +317.6% |
| All | +410.9% | +53.3% | +357.6% | +317.6% |
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