+12.2%
IOT vs ARES
-18.2%
+30.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | -2.3% | -1.7% | -0.7% | -1.7% |
| 30D | +3.8% | +0.3% | +3.5% | +3.7% |
| 3M | +14.2% | +8.5% | +5.7% | +10.7% |
| 6M | +40.1% | +23.5% | +16.6% | +28.6% |
| YTD | +13.4% | -11.2% | +24.6% | +18.6% |
| 1Y | +12.2% | -19.3% | +31.5% | +11.2% |
| All | +12.2% | -18.2% | +30.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling