+1,042.1%
ARES vs IBB
+127.6%
+914.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.7% |
| 30D | +0.3% | +10.5% | -10.2% | -7.0% |
| 3M | +8.5% | +23.6% | -15.2% | -7.6% |
| 6M | +23.5% | +22.6% | +0.8% | +5.7% |
| YTD | -11.2% | +25.7% | -36.9% | -25.5% |
| 1Y | -19.3% | +51.4% | -70.7% | -41.1% |
| 3Y | +48.7% | +64.4% | -15.7% | +0.7% |
| 5Y | +106.5% | +22.1% | +84.4% | +69.9% |
| All | +1,042.1% | +127.6% | +914.5% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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