+229.0%
IJH vs ARES
+1,142.5%
-913.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | -0.7% | -2.7% | +1.9% | +0.2% |
| 30D | -3.8% | -2.4% | -1.5% | -3.2% |
| 3M | 0.0% | +3.9% | -3.9% | -2.0% |
| 6M | +8.8% | +26.4% | -17.6% | -1.2% |
| YTD | +13.5% | -14.9% | +28.4% | +17.0% |
| 1Y | +15.4% | -20.4% | +35.8% | +21.1% |
| 3Y | +50.9% | +38.8% | +12.1% | +27.1% |
| 5Y | +47.8% | +97.0% | -49.2% | +7.3% |
| 10Y | +183.1% | +999.8% | -816.7% | +33.2% |
| All | +229.0% | +1,142.5% | -913.5% | +47.7% |
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