+40.1%
IJR vs ARES
+90.2%
-50.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.1% |
| 7D | -2.3% | -7.7% | +5.4% | +0.5% |
| 30D | -4.7% | -8.7% | +4.0% | -1.7% |
| 3M | +2.1% | +2.8% | -0.7% | +0.3% |
| 6M | +13.9% | +23.1% | -9.2% | +3.5% |
| YTD | +18.2% | -17.3% | +35.5% | +24.2% |
| 1Y | +21.8% | -24.3% | +46.1% | +31.9% |
| 3Y | +52.2% | +34.9% | +17.3% | +25.3% |
| 5Y | +40.1% | +93.5% | -53.4% | -5.1% |
| All | +40.1% | +90.2% | -50.1% | -5.1% |
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