+55.4%
IOT vs ARES
+98.4%
-43.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.7% |
| 7D | -4.5% | -6.1% | +1.5% | -0.4% |
| 30D | -2.4% | -7.5% | +5.1% | +2.9% |
| 3M | +19.0% | +0.1% | +18.9% | +17.6% |
| 6M | +19.6% | +30.3% | -10.6% | -4.0% |
| YTD | +8.3% | -16.6% | +24.9% | +18.4% |
| 1Y | -0.8% | -26.1% | +25.3% | +18.3% |
| 3Y | +24.4% | +36.4% | -12.0% | -16.2% |
| All | +55.4% | +98.4% | -43.0% | -29.1% |
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