+1,172.8%
ARES vs IRM
+764.8%
+408.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +2.5% |
| 7D | +5.0% | -3.8% | +8.7% | +6.4% |
| 30D | +19.1% | -3.2% | +22.3% | +20.2% |
| 3M | +3.1% | -7.8% | +10.9% | +5.9% |
| 6M | +12.9% | -12.7% | +25.6% | +18.3% |
| YTD | -10.7% | +36.7% | -47.3% | -23.1% |
| 1Y | -5.5% | +10.0% | -15.6% | -11.1% |
| 3Y | +45.0% | +107.2% | -62.2% | +2.6% |
| 5Y | +87.4% | +181.6% | -94.2% | +17.4% |
| 10Y | +1,267.4% | +481.1% | +786.3% | +551.7% |
| All | +1,172.8% | +764.8% | +408.0% | +482.0% |
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