+1,580.5%
IBKR vs ARES
+1,117.3%
+463.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -1.3% | -6.1% | +4.7% | +1.2% |
| 30D | -0.2% | -7.5% | +7.3% | +3.0% |
| 3M | +3.0% | +0.1% | +2.8% | +2.2% |
| 6M | +33.9% | +30.3% | +3.6% | +18.5% |
| YTD | +42.5% | -16.6% | +59.1% | +50.4% |
| 1Y | +44.9% | -26.1% | +71.0% | +59.9% |
| 3Y | +293.0% | +36.4% | +256.6% | +240.4% |
| 5Y | +497.7% | +95.0% | +402.7% | +341.8% |
| 10Y | +1,004.4% | +977.4% | +26.9% | +374.4% |
| All | +1,580.5% | +1,117.3% | +463.3% | +570.8% |
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