-12.3%
IP vs ARES
+81.8%
-94.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.2% |
| 7D | -5.0% | +4.9% | -9.9% | -6.5% |
| 30D | +6.5% | +13.6% | -7.0% | +2.0% |
| 3M | -18.0% | -3.3% | -14.7% | -17.3% |
| 6M | +10.3% | +11.0% | -0.7% | +5.9% |
| YTD | -9.9% | -14.4% | +4.5% | -6.9% |
| 1Y | -1.1% | -9.1% | +8.1% | -0.2% |
| 3Y | +13.0% | +37.1% | -24.1% | -2.7% |
| 5Y | -12.3% | +83.3% | -95.6% | -36.0% |
| All | -12.3% | +81.8% | -94.1% | -36.0% |
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 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