+1,164.6%
ARES vs IVZ
+51.8%
+1,112.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | +0.3% | +4.0% | -3.7% | -1.6% |
| 3M | +8.5% | +18.2% | -9.7% | +0.2% |
| 6M | +23.5% | +32.8% | -9.3% | +8.0% |
| YTD | -11.2% | +28.7% | -40.0% | -21.0% |
| 1Y | -19.3% | +55.4% | -74.7% | -34.1% |
| 3Y | +48.7% | +135.2% | -86.6% | -1.1% |
| 5Y | +106.5% | +64.2% | +42.3% | +56.4% |
| 10Y | +1,055.3% | +64.6% | +990.7% | +646.7% |
| All | +1,164.6% | +51.8% | +1,112.8% | +750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling