+210.7%
IAU vs ARES
+1,112.4%
-901.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.4% | +19.7% | -25.1% | -6.0% |
| 3M | -10.9% | -9.0% | -1.9% | -10.7% |
| 6M | -17.4% | +11.5% | -28.9% | -17.7% |
| YTD | -10.2% | -13.8% | +3.6% | -10.1% |
| 1Y | -7.1% | -5.6% | -1.5% | -7.2% |
| 3Y | +97.7% | +36.1% | +61.6% | +94.7% |
| 5Y | +105.3% | +82.7% | +22.6% | +100.2% |
| All | +210.7% | +1,112.4% | -901.8% | +196.0% |
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