+87.4%
ARKK vs IAG
+804.5%
-717.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | +2.7% | +12.1% | -9.4% | +0.3% |
| 3M | +10.8% | +25.5% | -14.8% | +5.3% |
| 6M | +14.4% | -7.1% | +21.5% | +14.0% |
| YTD | +8.7% | +22.9% | -14.2% | +2.8% |
| 1Y | +6.7% | +83.3% | -76.6% | -5.7% |
| 3Y | +87.4% | +808.5% | -721.1% | +19.4% |
| All | +87.4% | +804.5% | -717.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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