+1,115.4%
ARES vs IWF
+502.0%
+613.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.0% |
| 7D | -0.3% | +5.3% | -5.6% | -5.3% |
| 30D | +15.3% | -8.6% | +23.9% | +25.2% |
| 3M | -5.4% | -6.5% | +1.2% | +0.5% |
| 6M | +10.0% | -5.6% | +15.7% | +15.5% |
| YTD | -14.7% | -1.5% | -13.1% | -13.9% |
| 1Y | -9.7% | -2.8% | -6.9% | -7.6% |
| 3Y | +35.8% | +67.1% | -31.3% | -17.9% |
| 5Y | +80.9% | +57.6% | +23.3% | +16.1% |
| 10Y | +1,089.9% | +390.4% | +699.5% | +231.6% |
| All | +1,115.4% | +502.0% | +613.4% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling