+313.7%
IVV vs ARES
+1,045.9%
-732.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -1.0% | +1.3% | -2.3% | -1.5% |
| 3M | +3.9% | +10.4% | -6.5% | 0.0% |
| 6M | +14.5% | +29.0% | -14.5% | +4.0% |
| YTD | +12.9% | -12.2% | +25.1% | +15.2% |
| 1Y | +19.4% | -18.4% | +37.8% | +24.0% |
| 3Y | +78.8% | +43.2% | +35.6% | +48.8% |
| 5Y | +82.2% | +102.6% | -20.4% | +30.3% |
| 10Y | +313.7% | +1,029.6% | -716.0% | +93.6% |
| All | +313.7% | +1,045.9% | -732.2% | +93.6% |
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 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