+140.8%
IEMG vs ARES
+979.8%
-839.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -6.1% | +4.8% | +0.3% |
| 30D | +1.9% | -7.5% | +9.4% | +3.9% |
| 3M | +1.4% | +0.1% | +1.3% | +0.9% |
| 6M | +15.2% | +30.3% | -15.1% | +6.5% |
| YTD | +23.8% | -16.6% | +40.4% | +27.7% |
| 1Y | +30.7% | -26.1% | +56.8% | +38.6% |
| 3Y | +83.3% | +36.4% | +46.9% | +58.6% |
| 5Y | +48.8% | +95.0% | -46.2% | +12.5% |
| All | +140.8% | +979.8% | -839.0% | +30.0% |
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