+112.0%
IBM vs ARES
+105.3%
+6.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -1.5% | +1.3% | -2.8% | -1.8% |
| 3M | -16.8% | +10.4% | -27.1% | -18.9% |
| 6M | -9.0% | +29.0% | -38.0% | -14.5% |
| YTD | -20.1% | -12.2% | -7.9% | -18.8% |
| 1Y | -7.0% | -18.4% | +11.4% | -4.5% |
| 3Y | +72.4% | +43.2% | +29.2% | +57.0% |
| 5Y | +112.0% | +102.6% | +9.4% | +78.4% |
| All | +112.0% | +105.3% | +6.7% | +78.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling