+1,171.2%
ARES vs IAG
+435.3%
+736.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.3% |
| 7D | +8.1% | +16.8% | -8.7% | +7.1% |
| 30D | +18.9% | -1.5% | +20.4% | +18.9% |
| 3M | +2.3% | +0.5% | +1.9% | +2.1% |
| 6M | +12.7% | -1.0% | +13.7% | +12.3% |
| YTD | -10.8% | +12.3% | -23.1% | -12.2% |
| 1Y | -5.3% | +39.2% | -44.6% | -8.1% |
| 3Y | +42.0% | +712.3% | -670.2% | +24.0% |
| 5Y | +88.3% | +484.2% | -395.9% | +62.3% |
| 10Y | +1,148.2% | +382.3% | +765.9% | +968.7% |
| All | +1,171.2% | +435.3% | +736.0% | +967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling