+961.2%
ARES vs IQV
+242.6%
+718.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -0.1% |
| 7D | -6.1% | -2.2% | -3.8% | -5.0% |
| 30D | -7.5% | +8.3% | -15.8% | -11.3% |
| 3M | +0.1% | +44.6% | -44.5% | -18.8% |
| 6M | +30.3% | +52.6% | -22.3% | +2.0% |
| YTD | -16.6% | +16.1% | -32.7% | -24.7% |
| 1Y | -26.1% | +37.3% | -63.4% | -39.4% |
| 3Y | +36.4% | +21.6% | +14.9% | +13.2% |
| 5Y | +95.0% | +0.5% | +94.5% | +78.7% |
| All | +961.2% | +242.6% | +718.6% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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