+1,216.8%
ARES vs IBB
+156.3%
+1,060.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.0% |
| 7D | +4.5% | -1.8% | +6.4% | +5.8% |
| 30D | +15.7% | +5.1% | +10.7% | +11.4% |
| 3M | -2.0% | +10.7% | -12.7% | -9.7% |
| 6M | +10.4% | +22.9% | -12.5% | -6.4% |
| YTD | -14.2% | +26.7% | -40.9% | -29.0% |
| 1Y | -7.8% | +35.1% | -42.9% | -27.4% |
| 3Y | +41.4% | +80.2% | -38.8% | -12.0% |
| 5Y | +83.7% | +37.8% | +45.8% | +38.5% |
| All | +1,216.8% | +156.3% | +1,060.5% | +644.7% |
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