+1,112.5%
ARES vs IFF
+14.2%
+1,098.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.5% |
| 7D | -2.7% | -3.0% | +0.4% | -1.5% |
| 30D | -2.4% | -0.9% | -1.5% | -2.1% |
| 3M | +3.9% | +11.8% | -7.9% | -0.7% |
| 6M | +26.4% | +16.5% | +9.9% | +17.6% |
| YTD | -14.9% | +26.5% | -41.4% | -23.6% |
| 1Y | -20.4% | +32.7% | -53.1% | -30.2% |
| 3Y | +38.8% | +32.0% | +6.8% | +18.7% |
| 5Y | +97.0% | -36.1% | +133.0% | +120.4% |
| 10Y | +999.8% | -20.1% | +1,019.8% | +979.5% |
| All | +1,112.5% | +14.2% | +1,098.3% | +1,064.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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