+82.8%
ARES vs IWF
+55.4%
+27.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.2% |
| 7D | +0.5% | +2.8% | -2.3% | -2.7% |
| 30D | +19.7% | -7.5% | +27.2% | +29.5% |
| 3M | -9.0% | -8.5% | -0.5% | -0.4% |
| 6M | +11.5% | -7.4% | +19.0% | +20.2% |
| YTD | -13.8% | -2.6% | -11.2% | -12.1% |
| 1Y | -5.6% | -1.8% | -3.7% | -4.6% |
| 3Y | +36.1% | +65.5% | -29.3% | -25.1% |
| All | +82.8% | +55.4% | +27.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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