+552.8%
IGV vs ARES
+1,145.6%
-592.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -8.6% | +15.3% | -23.9% | -13.7% |
| 3M | -1.6% | -5.4% | +3.8% | +0.1% |
| 6M | +13.4% | +10.0% | +3.4% | +8.2% |
| YTD | -4.0% | -14.7% | +10.7% | -0.5% |
| 1Y | -7.6% | -9.7% | +2.1% | -6.5% |
| 3Y | +39.3% | +35.8% | +3.5% | +18.1% |
| 5Y | +14.5% | +80.9% | -66.4% | -14.6% |
| 10Y | +358.7% | +1,089.9% | -731.2% | +118.3% |
| All | +552.8% | +1,145.6% | -592.7% | +199.5% |
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