+7.3%
IEF vs ARES
+1,112.4%
-1,105.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +0.7% | +19.7% | -19.0% | +0.9% |
| 3M | -2.5% | -9.0% | +6.5% | -2.6% |
| 6M | -2.6% | +11.5% | -14.1% | -2.4% |
| YTD | -3.2% | -13.8% | +10.6% | -3.4% |
| 1Y | -3.0% | -5.6% | +2.5% | -3.1% |
| 3Y | +10.5% | +36.1% | -25.6% | +11.3% |
| 5Y | -8.2% | +82.7% | -90.8% | -7.0% |
| All | +7.3% | +1,112.4% | -1,105.1% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling