+1,087.8%
ARES vs IDXX
+691.1%
+396.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -6.1% | -5.7% | -0.3% | -3.9% |
| 30D | -7.5% | -11.5% | +4.0% | -3.1% |
| 3M | +0.1% | -9.5% | +9.6% | +3.9% |
| 6M | +30.3% | -16.0% | +46.2% | +38.9% |
| YTD | -16.6% | -25.4% | +8.8% | -7.1% |
| 1Y | -26.1% | -21.8% | -4.3% | -19.4% |
| 3Y | +36.4% | +7.0% | +29.4% | +26.1% |
| 5Y | +95.0% | -26.0% | +120.9% | +99.5% |
| 10Y | +977.4% | +358.9% | +618.5% | +624.1% |
| All | +1,087.8% | +691.1% | +396.7% | +684.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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