+231.4%
IAU vs ARES
+1,196.0%
-964.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | +0.3% | +4.2% | +4.4% |
| 3M | -1.1% | +8.5% | -9.5% | -1.2% |
| 6M | -13.7% | +23.5% | -37.2% | -14.1% |
| YTD | +2.7% | -11.2% | +14.0% | +2.7% |
| 1Y | +24.6% | -19.3% | +43.9% | +24.7% |
| 3Y | +126.8% | +48.7% | +78.2% | +125.0% |
| 5Y | +139.5% | +106.5% | +33.0% | +136.7% |
| 10Y | +226.3% | +1,055.3% | -829.1% | +231.9% |
| All | +231.4% | +1,196.0% | -964.5% | +240.1% |
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