-5.6%
ARES vs IAG
+19.6%
-25.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +0.5% | -7.7% | +8.1% | +1.3% |
| 30D | +19.7% | +1.6% | +18.1% | +19.1% |
| 3M | -9.0% | -2.4% | -6.6% | -9.0% |
| 6M | +11.5% | -7.8% | +19.4% | +11.1% |
| YTD | -13.8% | +5.0% | -18.9% | -15.5% |
| 1Y | -5.6% | +25.7% | -31.3% | -12.1% |
| All | -5.6% | +19.6% | -25.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling