+187.0%
IWM vs ARES
+1,152.0%
-965.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.0% | +4.5% | -6.6% | -3.6% |
| 30D | -1.5% | +15.7% | -17.2% | -6.6% |
| 3M | -8.0% | -2.0% | -6.0% | -7.8% |
| 6M | -4.1% | +10.4% | -14.5% | -8.5% |
| YTD | +11.9% | -14.2% | +26.2% | +15.1% |
| 1Y | +15.0% | -7.8% | +22.8% | +14.9% |
| 3Y | +64.2% | +41.4% | +22.8% | +36.8% |
| 5Y | +20.4% | +83.7% | -63.3% | -11.3% |
| 10Y | +168.0% | +1,204.1% | -1,036.1% | +18.9% |
| All | +187.0% | +1,152.0% | -965.0% | +23.6% |
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 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