+188.3%
ITW vs ARES
+979.8%
-791.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -0.7% | -6.1% | +5.3% | +1.1% |
| 30D | -8.3% | -7.5% | -0.8% | -6.3% |
| 3M | +6.0% | +0.1% | +5.9% | +5.4% |
| 6M | 0.0% | +30.3% | -30.3% | -9.4% |
| YTD | +10.2% | -16.6% | +26.8% | +13.9% |
| 1Y | +3.2% | -26.1% | +29.3% | +10.4% |
| 3Y | +21.0% | +36.4% | -15.5% | +0.7% |
| 5Y | +37.9% | +95.0% | -57.1% | -3.0% |
| All | +188.3% | +979.8% | -791.5% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling