+143.5%
IWM vs ARES
+1,112.4%
-968.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +2.3% | +19.7% | -17.4% | -4.9% |
| 3M | -8.3% | -9.0% | +0.7% | -5.3% |
| 6M | -1.3% | +11.5% | -12.9% | -6.8% |
| YTD | +13.5% | -13.8% | +27.3% | +16.9% |
| 1Y | +18.4% | -5.6% | +24.0% | +17.0% |
| 3Y | +69.6% | +36.1% | +33.5% | +39.4% |
| 5Y | +23.3% | +82.7% | -59.4% | -13.5% |
| All | +143.5% | +1,112.4% | -968.9% | -0.2% |
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