+1,101.7%
ARES vs IAG
+389.3%
+712.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +0.5% | -7.7% | +8.1% | +1.2% |
| 30D | +19.7% | +1.6% | +18.1% | +19.3% |
| 3M | -9.0% | -2.4% | -6.6% | -9.0% |
| 6M | +11.5% | -7.8% | +19.4% | +11.6% |
| YTD | -13.8% | +5.0% | -18.9% | -15.5% |
| 1Y | -5.6% | +25.7% | -31.3% | -8.9% |
| 3Y | +36.1% | +694.5% | -658.4% | +9.9% |
| 5Y | +82.7% | +421.7% | -339.0% | +45.5% |
| All | +1,101.7% | +389.3% | +712.4% | +832.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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