+363.6%
IGV vs ARES
+1,112.4%
-748.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.7% |
| 7D | +2.3% | +0.5% | +1.9% | +2.1% |
| 30D | -6.0% | +19.7% | -25.7% | -13.2% |
| 3M | -4.8% | -9.0% | +4.2% | -1.4% |
| 6M | +14.2% | +11.5% | +2.7% | +7.6% |
| YTD | -4.2% | -13.8% | +9.6% | -0.8% |
| 1Y | -5.3% | -5.6% | +0.3% | -5.9% |
| 3Y | +38.8% | +36.1% | +2.7% | +13.9% |
| 5Y | +14.2% | +82.7% | -68.5% | -19.9% |
| All | +363.6% | +1,112.4% | -748.9% | +97.3% |
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 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