+34.8%
ARES vs IBB
+86.9%
-52.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.1% |
| 7D | -0.3% | +1.6% | -2.0% | -1.2% |
| 30D | +15.3% | +6.7% | +8.6% | +11.0% |
| 3M | -5.4% | +6.3% | -11.7% | -9.2% |
| 6M | +10.0% | +23.9% | -13.9% | -4.5% |
| YTD | -14.7% | +26.6% | -41.3% | -27.0% |
| 1Y | -9.7% | +29.6% | -39.3% | -24.1% |
| All | +34.8% | +86.9% | -52.1% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling