+417.5%
ICE vs ARES
+1,157.9%
-740.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +3.6% | +0.5% | +3.2% | +3.5% |
| 30D | +15.1% | +19.7% | -4.6% | +10.5% |
| 3M | +15.4% | -9.0% | +24.3% | +17.6% |
| 6M | +16.1% | +11.5% | +4.6% | +12.6% |
| YTD | +11.4% | -13.8% | +25.2% | +13.4% |
| 1Y | +18.5% | -5.6% | +24.0% | +17.9% |
| 3Y | +70.5% | +36.1% | +34.4% | +51.1% |
| 5Y | +40.9% | +82.7% | -41.8% | +13.4% |
| 10Y | +260.6% | +1,101.7% | -841.1% | +115.8% |
| All | +417.5% | +1,157.9% | -740.4% | +203.7% |
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