+97.0%
ARES vs IWF
+72.9%
+24.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.5% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | -2.4% | -1.4% | -1.0% | -0.8% |
| 3M | +3.9% | +0.4% | +3.5% | +3.0% |
| 6M | +26.4% | +8.5% | +17.9% | +14.6% |
| YTD | -14.9% | +3.7% | -18.6% | -18.2% |
| 1Y | -20.4% | +8.5% | -28.9% | -27.6% |
| 3Y | +38.8% | +78.5% | -39.7% | -29.2% |
| 5Y | +97.0% | +73.6% | +23.3% | +2.7% |
| All | +97.0% | +72.9% | +24.1% | +2.7% |
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