+983.2%
ARES vs IVZ
+64.9%
+918.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -2.7% | +1.2% | -3.8% | -3.2% |
| 30D | -2.4% | +1.8% | -4.2% | -3.3% |
| 3M | +3.9% | +15.7% | -11.8% | -3.3% |
| 6M | +26.4% | +36.3% | -9.9% | +8.7% |
| YTD | -14.9% | +24.9% | -39.8% | -23.4% |
| 1Y | -20.4% | +48.9% | -69.4% | -34.1% |
| 3Y | +38.8% | +136.8% | -98.0% | -8.9% |
| 5Y | +97.0% | +60.0% | +37.0% | +49.5% |
| All | +983.2% | +64.9% | +918.2% | +559.5% |
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