+10.6%
IOT vs ARES
-9.0%
+19.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.0% | +2.0% |
| 7D | -0.5% | +10.5% | -11.0% | -4.0% |
| 30D | +1.0% | +16.8% | -15.8% | -4.5% |
| 3M | +10.9% | -3.2% | +14.1% | +11.9% |
| 6M | +39.9% | +16.4% | +23.5% | +31.5% |
| YTD | +20.8% | -12.4% | +33.2% | +26.4% |
| 1Y | +10.6% | -6.9% | +17.4% | +10.0% |
| All | +10.6% | -9.0% | +19.5% | +10.0% |
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 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