+1,164.6%
ARES vs IWD
+245.4%
+919.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.3% |
| 30D | +0.3% | +0.6% | -0.3% | -0.4% |
| 3M | +8.5% | +7.2% | +1.3% | +0.2% |
| 6M | +23.5% | +16.2% | +7.3% | +3.9% |
| YTD | -11.2% | +23.3% | -34.6% | -30.1% |
| 1Y | -19.3% | +29.6% | -48.9% | -39.8% |
| 3Y | +48.7% | +70.5% | -21.8% | -16.7% |
| 5Y | +106.5% | +73.5% | +33.1% | +17.5% |
| 10Y | +1,055.3% | +198.3% | +857.0% | +315.7% |
| All | +1,164.6% | +245.4% | +919.2% | +359.0% |
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