+111.2%
IAU vs ARES
+85.0%
+26.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.1% |
| 7D | -2.0% | +0.8% | -2.7% | -2.0% |
| 30D | -4.4% | +16.7% | -21.1% | -5.0% |
| 3M | -8.9% | -2.6% | -6.3% | -8.9% |
| 6M | -15.9% | +13.0% | -28.9% | -16.4% |
| YTD | -7.8% | -11.7% | +4.0% | -7.8% |
| 1Y | -3.8% | -6.7% | +2.9% | -4.0% |
| 3Y | +104.3% | +40.5% | +63.8% | +100.2% |
| 5Y | +111.2% | +88.2% | +23.0% | +104.3% |
| All | +111.2% | +85.0% | +26.2% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling