+219.7%
IAU vs ARES
+979.8%
-760.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -2.0% | -6.1% | +4.1% | -1.8% |
| 30D | -1.5% | -7.5% | +6.0% | -1.3% |
| 3M | +3.3% | +0.1% | +3.2% | +3.2% |
| 6M | -16.2% | +30.3% | -46.5% | -16.8% |
| YTD | +0.7% | -16.6% | +17.3% | +0.9% |
| 1Y | +19.2% | -26.1% | +45.3% | +19.7% |
| 3Y | +124.4% | +36.4% | +88.0% | +121.4% |
| 5Y | +140.0% | +95.0% | +45.1% | +134.5% |
| All | +219.7% | +979.8% | -760.1% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling