+1,089.9%
ARES vs IVZ
+40.3%
+1,049.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.1% |
| 7D | -0.3% | +5.1% | -5.5% | -2.7% |
| 30D | +15.3% | -1.6% | +16.8% | +15.8% |
| 3M | -5.4% | -9.1% | +3.8% | -1.2% |
| 6M | +10.0% | +1.8% | +8.2% | +8.7% |
| YTD | -14.7% | +10.8% | -25.5% | -18.9% |
| 1Y | -9.7% | +19.1% | -28.8% | -17.0% |
| 3Y | +35.8% | +144.4% | -108.6% | -12.0% |
| 5Y | +80.9% | +33.6% | +47.3% | +48.8% |
| All | +1,089.9% | +40.3% | +1,049.5% | +709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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