+78.4%
IVV vs ARES
+48.6%
+29.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | +2.0% | +8.5% | -6.5% | -0.5% |
| 6M | +13.0% | +23.5% | -10.4% | +6.1% |
| YTD | +13.6% | -11.2% | +24.8% | +16.3% |
| 1Y | +20.1% | -19.3% | +39.4% | +26.0% |
| All | +78.4% | +48.6% | +29.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling