+5.4%
IYR vs ARES
+82.0%
-76.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +6.6% | +19.7% | -13.1% | +1.9% |
| 3M | -1.8% | -9.0% | +7.2% | +0.2% |
| 6M | +1.4% | +11.5% | -10.1% | -2.1% |
| YTD | +10.5% | -13.8% | +24.4% | +13.1% |
| 1Y | +10.6% | -5.6% | +16.2% | +9.9% |
| 3Y | +41.8% | +36.1% | +5.7% | +18.4% |
| All | +5.4% | +82.0% | -76.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling