+131.7%
IEMG vs ARES
+1,142.5%
-1,010.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.2% |
| 7D | +1.6% | -2.7% | +4.3% | +2.3% |
| 30D | +4.6% | -2.4% | +7.0% | +5.1% |
| 3M | +4.8% | +3.9% | +0.9% | +3.4% |
| 6M | +16.8% | +26.4% | -9.6% | +9.3% |
| YTD | +24.8% | -14.9% | +39.7% | +27.8% |
| 1Y | +34.3% | -20.4% | +54.7% | +39.2% |
| 3Y | +87.0% | +38.8% | +48.2% | +63.4% |
| 5Y | +49.9% | +97.0% | -47.0% | +16.4% |
| 10Y | +144.8% | +999.8% | -855.0% | +33.2% |
| All | +131.7% | +1,142.5% | -1,010.9% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling