+197.6%
IAU vs ARES
+1,188.6%
-991.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 3M | -8.9% | -2.6% | -6.3% | -8.9% |
| 6M | -15.9% | +13.0% | -28.9% | -16.2% |
| YTD | -7.8% | -11.7% | +4.0% | -7.8% |
| 1Y | -3.8% | -6.7% | +2.9% | -3.9% |
| 3Y | +104.3% | +40.5% | +63.8% | +102.7% |
| 5Y | +111.2% | +88.2% | +23.0% | +108.7% |
| 10Y | +216.4% | +1,131.0% | -914.5% | +222.5% |
| All | +197.6% | +1,188.6% | -991.0% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling