-28.5%
ARKK vs IAG
+813.2%
-841.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -4.7% | -4.1% | -0.6% | -4.0% |
| 30D | +3.1% | +10.6% | -7.6% | +1.1% |
| 3M | +13.8% | +35.4% | -21.6% | +7.3% |
| 6M | +14.0% | -9.5% | +23.5% | +14.4% |
| YTD | +8.0% | +21.8% | -13.8% | +2.7% |
| 1Y | +9.9% | +84.1% | -74.2% | -2.5% |
| 3Y | +90.2% | +817.4% | -727.2% | +24.7% |
| All | -28.5% | +813.2% | -841.7% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling