-2.4%
IEF vs ARES
-22.9%
+20.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | -1.2% | -7.7% | +6.5% | -1.1% |
| 30D | -1.5% | -8.7% | +7.3% | -1.4% |
| 3M | -1.7% | +2.8% | -4.5% | -1.6% |
| 6M | -3.5% | +23.1% | -26.6% | -3.4% |
| YTD | -2.6% | -17.3% | +14.6% | -2.9% |
| 1Y | -2.4% | -24.3% | +21.9% | -2.6% |
| All | -2.4% | -22.9% | +20.5% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling