+209.6%
IWM vs ARES
+1,196.0%
-986.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.7% |
| 30D | -1.3% | +0.3% | -1.5% | -1.5% |
| 3M | +1.6% | +8.5% | -6.9% | -2.0% |
| 6M | +13.6% | +23.5% | -9.9% | +3.6% |
| YTD | +20.8% | -11.2% | +32.0% | +23.0% |
| 1Y | +26.4% | -19.3% | +45.7% | +32.7% |
| 3Y | +60.7% | +48.7% | +12.0% | +31.7% |
| 5Y | +38.2% | +106.5% | -68.3% | -1.9% |
| 10Y | +169.5% | +1,055.3% | -885.9% | +21.1% |
| All | +209.6% | +1,196.0% | -986.4% | +32.1% |
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