+1,101.7%
ARES vs IRM
+520.0%
+581.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +0.5% | +6.8% | -6.3% | -2.7% |
| 30D | +19.7% | +2.6% | +17.1% | +17.5% |
| 3M | -9.0% | -9.5% | +0.5% | -5.4% |
| 6M | +11.5% | -8.5% | +20.0% | +15.0% |
| YTD | -13.8% | +40.3% | -54.1% | -28.6% |
| 1Y | -5.6% | +28.7% | -34.3% | -18.6% |
| 3Y | +36.1% | +111.8% | -75.7% | -11.2% |
| 5Y | +82.7% | +189.1% | -106.4% | +2.0% |
| All | +1,101.7% | +520.0% | +581.7% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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