+222.0%
IJR vs ARES
+1,181.8%
-959.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -3.1% | +1.3% | -4.4% | -3.7% |
| 3M | +4.4% | +10.4% | -6.0% | +0.2% |
| 6M | +16.1% | +29.0% | -12.9% | +4.8% |
| YTD | +20.6% | -12.2% | +32.8% | +23.1% |
| 1Y | +22.9% | -18.4% | +41.3% | +28.1% |
| 3Y | +55.2% | +43.2% | +12.0% | +30.0% |
| 5Y | +41.1% | +102.6% | -61.5% | +2.0% |
| 10Y | +167.0% | +1,029.6% | -862.6% | +23.7% |
| All | +222.0% | +1,181.8% | -959.8% | +42.0% |
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 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