+999.8%
ARES vs IRM
+418.7%
+581.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.7% |
| 7D | -2.7% | +3.0% | -5.7% | -4.0% |
| 30D | -2.4% | -5.2% | +2.8% | -0.1% |
| 3M | +3.9% | -8.0% | +11.9% | +7.5% |
| 6M | +26.4% | +9.2% | +17.2% | +20.0% |
| YTD | -14.9% | +41.0% | -55.9% | -28.9% |
| 1Y | -20.4% | +23.3% | -43.7% | -29.5% |
| 3Y | +38.8% | +102.8% | -64.1% | -5.9% |
| 5Y | +97.0% | +192.8% | -95.8% | +11.9% |
| 10Y | +999.8% | +439.6% | +560.1% | +355.1% |
| All | +999.8% | +418.7% | +581.1% | +355.1% |
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