+359.8%
ARKK vs IAG
+1,034.8%
-675.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | +1.4% | +1.7% | -0.3% | +1.2% |
| 30D | +5.1% | +11.4% | -6.3% | +4.0% |
| 3M | +12.7% | +33.0% | -20.3% | +9.5% |
| 6M | +13.8% | -6.0% | +19.8% | +13.8% |
| YTD | +9.9% | +24.6% | -14.6% | +7.0% |
| 1Y | +10.4% | +105.0% | -94.6% | +3.0% |
| 3Y | +93.6% | +837.9% | -744.3% | +58.5% |
| 5Y | -29.4% | +817.0% | -846.3% | -43.4% |
| 10Y | +336.9% | +425.3% | -88.5% | +253.9% |
| All | +359.8% | +1,034.8% | -675.0% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling