-13.6%
IP vs ARES
+82.0%
-95.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +7.9% | +19.7% | -11.7% | +1.5% |
| 3M | -15.3% | -9.0% | -6.3% | -12.7% |
| 6M | +10.5% | +11.5% | -1.0% | +5.9% |
| YTD | -9.4% | -13.8% | +4.4% | -6.6% |
| 1Y | -4.6% | -5.6% | +1.0% | -5.1% |
| 3Y | +21.2% | +36.1% | -14.9% | +4.7% |
| All | -13.6% | +82.0% | -95.6% | -37.2% |
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 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