+46.5%
IP vs ARES
+1,196.0%
-1,149.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.5% |
| 7D | -5.3% | -1.7% | -3.6% | -4.7% |
| 30D | -10.9% | +0.3% | -11.1% | -11.0% |
| 3M | +11.2% | +8.5% | +2.7% | +7.8% |
| 6M | -10.2% | +23.5% | -33.7% | -17.2% |
| YTD | -2.0% | -11.2% | +9.2% | -0.1% |
| 1Y | -19.1% | -19.3% | +0.2% | -15.3% |
| 3Y | +20.9% | +48.7% | -27.8% | +1.4% |
| 5Y | -17.8% | +106.5% | -124.3% | -40.0% |
| 10Y | +23.5% | +1,055.3% | -1,031.8% | -43.9% |
| All | +46.5% | +1,196.0% | -1,149.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling