+1,121.7%
ARES vs IWD
+246.4%
+875.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +4.5% | -0.5% | +5.0% | +5.2% |
| 30D | +15.7% | +2.7% | +13.1% | +12.3% |
| 3M | -2.0% | +0.9% | -2.9% | -2.7% |
| 6M | +10.4% | +10.5% | -0.1% | -1.3% |
| YTD | -14.2% | +23.7% | -37.9% | -32.5% |
| 1Y | -7.8% | +28.7% | -36.5% | -30.7% |
| 3Y | +41.4% | +79.7% | -38.3% | -25.1% |
| 5Y | +83.7% | +69.7% | +14.0% | +6.9% |
| 10Y | +1,204.1% | +211.4% | +992.7% | +359.6% |
| All | +1,121.7% | +246.4% | +875.3% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling