+29.3%
IYR vs ARES
+38.2%
-8.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -2.4% | -2.4% | 0.0% | -2.1% |
| 3M | -2.0% | +3.9% | -5.9% | -2.9% |
| 6M | +2.5% | +26.4% | -23.9% | -2.1% |
| YTD | +8.3% | -14.9% | +23.2% | +10.7% |
| 1Y | +6.5% | -20.4% | +26.9% | +10.0% |
| All | +29.3% | +38.2% | -8.8% | +10.3% |
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