+1,164.6%
ARES vs IRM
+804.6%
+360.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +0.3% | -8.1% | +8.4% | +3.7% |
| 3M | +8.5% | -9.7% | +18.1% | +12.7% |
| 6M | +23.5% | +10.0% | +13.5% | +17.7% |
| YTD | -11.2% | +43.0% | -54.2% | -24.7% |
| 1Y | -19.3% | +32.7% | -52.0% | -29.7% |
| 3Y | +48.7% | +102.7% | -54.1% | +6.6% |
| 5Y | +106.5% | +187.6% | -81.0% | +28.5% |
| 10Y | +1,055.3% | +420.1% | +635.2% | +455.8% |
| All | +1,164.6% | +804.6% | +360.0% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling