+10.3%
IEF vs ARES
+42.5%
-32.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -0.7% | +1.3% | -2.0% | -0.7% |
| 3M | -0.4% | +10.4% | -10.8% | -0.4% |
| 6M | -2.5% | +29.0% | -31.5% | -2.3% |
| YTD | -1.6% | -12.2% | +10.6% | -1.8% |
| 1Y | -1.3% | -18.4% | +17.1% | -1.5% |
| All | +10.3% | +42.5% | -32.2% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling