+48.1%
IJH vs ARES
+94.4%
-46.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -1.9% | -6.1% | +4.2% | +0.3% |
| 30D | -4.6% | -7.5% | +2.9% | -2.1% |
| 3M | -1.2% | +0.1% | -1.3% | -1.9% |
| 6M | +9.4% | +30.3% | -20.9% | -2.5% |
| YTD | +13.3% | -16.6% | +29.9% | +18.6% |
| 1Y | +13.4% | -26.1% | +39.5% | +23.9% |
| 3Y | +50.4% | +36.4% | +14.0% | +22.2% |
| All | +48.1% | +94.4% | -46.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling