+93.5%
ARES vs ITOT
+71.8%
+21.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -1.8% |
| 7D | -7.7% | -2.0% | -5.7% | -4.7% |
| 30D | -8.7% | -2.0% | -6.8% | -5.8% |
| 3M | +2.8% | +4.5% | -1.7% | -3.6% |
| 6M | +23.1% | +12.6% | +10.4% | +3.1% |
| YTD | -17.3% | +12.0% | -29.2% | -29.6% |
| 1Y | -24.3% | +17.3% | -41.6% | -39.8% |
| 3Y | +34.9% | +75.2% | -40.3% | -39.6% |
| 5Y | +93.5% | +74.0% | +19.5% | -10.2% |
| All | +93.5% | +71.8% | +21.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling