+1,171.2%
ARES vs IVZ
+32.6%
+1,138.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.1% | +2.2% | +6.0% | +6.9% |
| 30D | +18.9% | -2.2% | +21.1% | +19.8% |
| 3M | +2.3% | -8.4% | +10.8% | +6.3% |
| 6M | +12.7% | +6.2% | +6.6% | +9.2% |
| YTD | -10.8% | +12.4% | -23.2% | -15.6% |
| 1Y | -5.3% | +26.0% | -31.3% | -15.0% |
| 3Y | +42.0% | +147.9% | -105.8% | -7.2% |
| 5Y | +88.3% | +38.8% | +49.5% | +54.1% |
| 10Y | +1,148.2% | +44.6% | +1,103.7% | +757.4% |
| All | +1,171.2% | +32.6% | +1,138.7% | +808.5% |
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 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