+650.0%
IWF vs HAS
+1,306.5%
-656.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -13.2% | +31.0% | -44.2% | -20.1% |
| 3M | -9.4% | +30.7% | -40.1% | -16.7% |
| 6M | -8.6% | +23.9% | -32.5% | -15.1% |
| YTD | -5.3% | +48.3% | -53.6% | -17.2% |
| 1Y | -5.0% | +60.2% | -65.2% | -18.9% |
| 3Y | +64.6% | +189.2% | -124.6% | +14.1% |
| 5Y | +50.8% | +50.4% | +0.4% | +25.5% |
| 10Y | +385.7% | +104.2% | +281.5% | +240.7% |
| All | +650.0% | +1,306.5% | -656.4% | +160.1% |
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