+1,164.6%
ARES vs IAG
+491.9%
+672.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -1.7% | -0.5% | -1.1% | -1.6% |
| 30D | +0.3% | +28.9% | -28.6% | -1.4% |
| 3M | +8.5% | +19.1% | -10.7% | +7.1% |
| 6M | +23.5% | -10.3% | +33.7% | +23.5% |
| YTD | -11.2% | +24.2% | -35.4% | -13.1% |
| 1Y | -19.3% | +116.5% | -135.8% | -23.7% |
| 3Y | +48.7% | +742.8% | -694.1% | +29.5% |
| 5Y | +106.5% | +753.3% | -646.8% | +75.8% |
| 10Y | +1,055.3% | +403.2% | +652.1% | +883.9% |
| All | +1,164.6% | +491.9% | +672.7% | +957.2% |
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