-8.0%
IEF vs ARES
+81.3%
-89.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +1.1% | +15.3% | -14.2% | +0.9% |
| 3M | -1.9% | -5.4% | +3.4% | -1.9% |
| 6M | -2.4% | +10.0% | -12.4% | -2.5% |
| YTD | -3.0% | -14.7% | +11.7% | -3.0% |
| 1Y | -3.1% | -9.7% | +6.5% | -3.2% |
| 3Y | +10.7% | +35.8% | -25.1% | +8.8% |
| 5Y | -8.0% | +80.9% | -88.9% | -12.3% |
| All | -8.0% | +81.3% | -89.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling