+82.8%
ARES vs IWD
+72.9%
+9.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.6% |
| 7D | +0.5% | +2.3% | -1.8% | -3.3% |
| 30D | +19.7% | +3.6% | +16.1% | +12.9% |
| 3M | -9.0% | +2.2% | -11.1% | -11.9% |
| 6M | +11.5% | +13.0% | -1.4% | -8.5% |
| YTD | -13.8% | +26.5% | -40.3% | -41.2% |
| 1Y | -5.6% | +30.1% | -35.7% | -38.6% |
| 3Y | +36.1% | +84.9% | -48.8% | -49.2% |
| All | +82.8% | +72.9% | +9.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 5y: compounded portfolio wealth divided by compounded IWD 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…
5y analysis · Full analysis span regression · 6 months rolling