+404.0%
IVV vs ARES
+1,196.0%
-792.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | +2.0% | +8.5% | -6.5% | -0.9% |
| 6M | +13.0% | +23.5% | -10.4% | +4.9% |
| YTD | +13.6% | -11.2% | +24.8% | +15.3% |
| 1Y | +20.1% | -19.3% | +39.4% | +24.8% |
| 3Y | +77.6% | +48.7% | +29.0% | +49.5% |
| 5Y | +82.5% | +106.5% | -24.1% | +35.5% |
| 10Y | +316.5% | +1,055.3% | -738.8% | +111.4% |
| All | +404.0% | +1,196.0% | -792.0% | +146.5% |
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