-2.8%
IP vs ARES
-6.8%
+4.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | 0.0% | +8.1% | -8.1% | -2.2% |
| 30D | +9.4% | +18.9% | -9.6% | +4.2% |
| 3M | -14.1% | +2.3% | -16.4% | -14.8% |
| 6M | +9.2% | +12.7% | -3.5% | +5.5% |
| YTD | -7.5% | -10.8% | +3.2% | -6.7% |
| 1Y | -2.8% | -5.3% | +2.5% | -2.6% |
| All | -2.8% | -6.8% | +4.0% | -2.6% |
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