+168.1%
IJR vs ARES
+979.8%
-811.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -2.2% | -6.1% | +3.9% | +0.1% |
| 30D | -4.6% | -7.5% | +2.9% | -2.0% |
| 3M | +0.2% | +0.1% | +0.1% | -0.6% |
| 6M | +14.7% | +30.3% | -15.6% | +2.1% |
| YTD | +18.9% | -16.6% | +35.5% | +23.9% |
| 1Y | +19.9% | -26.1% | +46.0% | +30.3% |
| 3Y | +53.0% | +36.4% | +16.6% | +27.4% |
| 5Y | +40.9% | +95.0% | -54.1% | -1.1% |
| All | +168.1% | +979.8% | -811.7% | +16.0% |
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