+132.9%
IEMG vs ARES
+1,181.8%
-1,048.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +4.6% | +1.3% | +3.3% | +4.2% |
| 3M | +5.5% | +10.4% | -4.9% | +2.5% |
| 6M | +19.7% | +29.0% | -9.3% | +11.5% |
| YTD | +25.5% | -12.2% | +37.7% | +27.5% |
| 1Y | +35.5% | -18.4% | +54.0% | +39.6% |
| 3Y | +88.0% | +43.2% | +44.8% | +63.0% |
| 5Y | +50.6% | +102.6% | -52.0% | +16.1% |
| 10Y | +138.4% | +1,029.6% | -891.3% | +28.8% |
| All | +132.9% | +1,181.8% | -1,048.9% | +19.7% |
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