+43.2%
ARES vs IVZ
+140.4%
-97.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | +1.3% | +3.1% | -1.8% | -0.7% |
| 3M | +10.4% | +18.2% | -7.8% | -0.9% |
| 6M | +29.0% | +38.6% | -9.6% | +4.9% |
| YTD | -12.2% | +25.9% | -38.1% | -24.1% |
| 1Y | -18.4% | +51.7% | -70.1% | -36.7% |
| 3Y | +43.2% | +138.7% | -95.5% | -16.5% |
| All | +43.2% | +140.4% | -97.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling