+307.7%
ARKK vs IBB
+117.5%
+190.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.5% |
| 7D | -0.6% | -0.5% | -0.1% | 0.0% |
| 30D | -11.2% | +4.6% | -15.8% | -15.0% |
| 3M | -9.2% | +6.8% | -16.0% | -15.3% |
| 6M | -3.9% | +23.1% | -27.0% | -23.0% |
| YTD | -2.5% | +26.0% | -28.5% | -23.8% |
| 1Y | -2.7% | +30.4% | -33.1% | -26.7% |
| 3Y | +87.9% | +85.4% | +2.5% | -0.8% |
| 5Y | -35.7% | +39.7% | -75.4% | -52.1% |
| 10Y | +299.2% | +127.1% | +172.1% | +124.2% |
| All | +307.7% | +117.5% | +190.3% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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